+66.4%
DOCN vs ETR
+173.7%
-107.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.4% | -15.6% |
| 7D | -29.3% | +0.3% | -29.6% | -29.3% |
| 30D | -46.0% | +6.8% | -52.9% | -46.7% |
| 3M | -43.2% | +3.8% | -47.0% | -43.6% |
| 6M | -53.7% | -5.5% | -48.3% | -53.3% |
| YTD | +46.9% | +21.5% | +25.4% | +40.2% |
| 1Y | +54.3% | +17.4% | +36.9% | +48.4% |
| 3Y | +185.5% | +147.7% | +37.9% | +141.4% |
| 5Y | -31.1% | +152.0% | -183.1% | -35.7% |
| All | +66.4% | +173.7% | -107.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling