+16.4%
DOCS vs ETHA
-39.8%
+56.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.7% |
| 7D | 0.0% | -5.3% | +5.3% | +0.7% |
| 30D | +7.8% | -14.2% | +21.9% | +9.9% |
| 3M | +20.0% | +10.7% | +9.3% | +18.2% |
| 6M | +26.5% | -8.4% | +34.9% | +27.0% |
| YTD | -25.8% | -28.6% | +2.8% | -23.6% |
| 1Y | -39.5% | -38.8% | -0.6% | -36.4% |
| All | +16.4% | -39.8% | +56.2% | +17.3% |
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 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