-6.7%
DOCS vs ETHA
-30.3%
+23.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.1% | -2.4% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +21.8% | +27.9% | -6.1% | +18.0% |
| 3M | +27.3% | +38.3% | -11.0% | +21.8% |
| 6M | -0.3% | +14.0% | -14.3% | -2.8% |
| YTD | -40.5% | -17.4% | -23.1% | -39.8% |
| 1Y | -61.5% | -42.7% | -18.9% | -59.1% |
| All | -6.7% | -30.3% | +23.7% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling