+17.6%
DOCS vs ETHA
-42.9%
+60.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.4% |
| 7D | +0.1% | -10.3% | +10.4% | +1.5% |
| 30D | +8.7% | -19.7% | +28.3% | +11.8% |
| 3M | +32.9% | +7.2% | +25.6% | +31.5% |
| 6M | +25.5% | -11.9% | +37.5% | +26.6% |
| YTD | -25.0% | -32.3% | +7.3% | -22.3% |
| 1Y | -34.9% | -41.1% | +6.3% | -31.2% |
| All | +17.6% | -42.9% | +60.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling