-73.2%
DOCS vs ET
+232.1%
-305.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -2.9% |
| 7D | -1.4% | +0.9% | -2.3% | -1.8% |
| 30D | +21.8% | +7.5% | +14.4% | +18.0% |
| 3M | +27.3% | +11.4% | +15.9% | +21.2% |
| 6M | -0.3% | +18.5% | -18.9% | -8.2% |
| YTD | -40.5% | +37.4% | -77.9% | -49.0% |
| 1Y | -61.5% | +30.9% | -92.5% | -66.3% |
| 3Y | +8.2% | +98.7% | -90.6% | -21.2% |
| All | -73.2% | +232.1% | -305.3% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling