+17.5%
DOCS vs ETHA
-36.4%
+53.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.0% | -3.3% |
| 7D | -1.3% | -3.8% | +2.5% | -0.8% |
| 30D | +19.4% | -16.6% | +36.0% | +22.1% |
| 3M | +53.4% | +16.9% | +36.5% | +50.2% |
| 6M | +28.8% | -5.5% | +34.2% | +28.7% |
| YTD | -25.1% | -24.6% | -0.5% | -23.4% |
| 1Y | -48.1% | -35.1% | -13.0% | -46.0% |
| All | +17.5% | -36.4% | +53.9% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling