-47.3%
DOCS vs ETHA
-31.0%
-16.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +6.0% |
| 7D | +1.2% | +2.1% | -0.9% | +1.1% |
| 30D | +21.3% | -10.7% | +32.0% | +21.7% |
| 3M | +58.4% | +29.0% | +29.4% | +57.1% |
| 6M | +39.3% | +2.7% | +36.6% | +36.9% |
| YTD | -21.7% | -18.7% | -3.1% | -24.0% |
| 1Y | -47.3% | -24.8% | -22.5% | -49.0% |
| All | -47.3% | -31.0% | -16.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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