-37.4%
DOCS vs ET
+24.5%
-61.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.7% |
| 7D | 0.0% | -4.4% | +4.4% | -3.0% |
| 30D | +7.8% | -4.8% | +12.5% | +4.6% |
| 3M | +20.0% | -3.4% | +23.4% | +17.6% |
| 6M | +26.5% | +2.2% | +24.3% | +25.7% |
| YTD | -25.8% | +24.2% | -50.0% | -21.9% |
| All | -37.4% | +24.5% | -61.9% | -34.1% |
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