+15.2%
DOCS vs ETHA
-36.9%
+52.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +17.4% | -13.4% | +30.8% | +19.5% |
| 3M | +57.4% | +16.5% | +40.9% | +54.1% |
| 6M | +26.5% | -5.3% | +31.9% | +26.5% |
| YTD | -26.6% | -25.2% | -1.4% | -24.9% |
| 1Y | -48.1% | -32.9% | -15.2% | -46.2% |
| All | +15.2% | -36.9% | +52.1% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling