-55.0%
DOCS vs ET
+210.8%
-265.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.0% |
| 7D | -0.6% | -1.9% | +1.3% | 0.0% |
| 30D | +6.3% | -3.1% | +9.4% | +7.2% |
| 3M | +26.5% | -3.9% | +30.4% | +27.7% |
| 6M | +24.8% | +4.0% | +20.8% | +20.7% |
| YTD | -26.8% | +26.4% | -53.2% | -36.0% |
| 1Y | -38.3% | +24.9% | -63.2% | -45.8% |
| 3Y | +36.0% | +85.2% | -49.1% | -1.3% |
| 5Y | -55.0% | +218.3% | -273.3% | -73.0% |
| All | -55.0% | +210.8% | -265.8% | -73.0% |
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