-38.8%
DOCS vs ETR
+164.1%
-203.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.6% | +2.6% | -3.1% | -0.9% |
| 30D | +6.3% | +8.7% | -2.4% | +5.2% |
| 3M | +26.5% | +6.4% | +20.1% | +25.4% |
| 6M | +24.8% | +0.7% | +24.1% | +24.4% |
| YTD | -26.8% | +23.0% | -49.8% | -30.3% |
| 1Y | -38.3% | +17.9% | -56.2% | -40.6% |
| 3Y | +36.0% | +154.9% | -118.9% | +13.2% |
| 5Y | -55.0% | +157.3% | -212.2% | -61.7% |
| All | -38.8% | +164.1% | -203.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling