-37.0%
DOCS vs ETHA
-41.2%
+4.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.4% |
| 7D | -4.2% | -14.0% | +9.8% | -2.9% |
| 30D | +8.6% | -17.4% | +26.0% | +10.3% |
| 3M | +27.2% | +10.6% | +16.6% | +26.8% |
| 6M | +26.5% | -11.2% | +37.7% | +25.9% |
| YTD | -25.0% | -30.1% | +5.1% | -24.8% |
| 1Y | -37.0% | -39.6% | +2.7% | -36.1% |
| All | -37.0% | -41.2% | +4.3% | -36.1% |
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