+39.6%
DOCS vs ET
+84.2%
-44.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.6% | +2.5% | 0.0% | +1.9% |
| 30D | +11.4% | -2.5% | +13.9% | +11.9% |
| 3M | +25.4% | -4.9% | +30.2% | +26.6% |
| 6M | +42.5% | -0.1% | +42.6% | +40.7% |
| YTD | -24.7% | +26.2% | -50.9% | -34.1% |
| 1Y | -32.9% | +25.2% | -58.1% | -41.1% |
| 3Y | +39.6% | +84.2% | -44.6% | +16.4% |
| All | +39.6% | +84.2% | -44.6% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling