-47.3%
DOCS vs ET
+24.7%
-72.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.8% | +4.0% |
| 7D | +1.2% | -6.0% | +7.3% | -2.7% |
| 30D | +21.3% | -6.1% | +27.4% | +16.8% |
| 3M | +58.4% | -2.7% | +61.1% | +55.9% |
| 6M | +39.3% | +0.2% | +39.1% | +38.0% |
| YTD | -21.7% | +24.3% | -46.0% | -18.7% |
| 1Y | -47.3% | +26.4% | -73.7% | -45.5% |
| All | -47.3% | +24.7% | -72.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling