-37.4%
DOCS vs ET
+175.1%
-212.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +0.1% | +3.0% | -3.0% | -1.1% |
| 30D | +8.7% | -3.5% | +12.1% | +9.8% |
| 3M | +32.9% | -5.6% | +38.5% | +35.1% |
| 6M | +25.5% | +0.5% | +25.0% | +23.5% |
| YTD | -25.0% | +26.3% | -51.4% | -34.1% |
| 1Y | -34.9% | +25.7% | -60.5% | -42.6% |
| 3Y | +39.3% | +85.1% | -45.8% | +2.7% |
| 5Y | -54.8% | +216.4% | -271.2% | -73.0% |
| All | -37.4% | +175.1% | -212.4% | -64.9% |
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