-38.8%
DOCS vs ET
+175.2%
-214.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.0% |
| 7D | -0.6% | -1.9% | +1.3% | 0.0% |
| 30D | +6.3% | -3.1% | +9.4% | +7.2% |
| 3M | +26.5% | -3.9% | +30.4% | +27.7% |
| 6M | +24.8% | +4.0% | +20.8% | +20.8% |
| YTD | -26.8% | +26.4% | -53.2% | -35.7% |
| 1Y | -38.3% | +24.9% | -63.2% | -45.5% |
| 3Y | +36.0% | +85.2% | -49.1% | +0.3% |
| 5Y | -55.0% | +218.3% | -273.3% | -73.1% |
| All | -38.8% | +175.2% | -214.0% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling