-54.2%
DOCS vs ET
+201.6%
-255.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.8% | -7.9% | +7.1% | +2.3% |
| 30D | +17.4% | -5.9% | +23.3% | +19.8% |
| 3M | +57.4% | -5.2% | +62.6% | +59.4% |
| 6M | +26.5% | +0.3% | +26.3% | +24.2% |
| YTD | -26.6% | +23.1% | -49.7% | -35.3% |
| 1Y | -48.1% | +22.7% | -70.8% | -54.2% |
| 3Y | +52.6% | +75.4% | -22.7% | +12.9% |
| All | -54.2% | +201.6% | -255.9% | -71.8% |
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