-50.3%
DOCS vs ETR
+153.6%
-203.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -1.4% | +1.4% | -2.9% | -1.6% |
| 30D | +21.8% | +1.0% | +20.8% | +21.7% |
| 3M | +27.3% | -1.3% | +28.5% | +27.3% |
| 6M | -0.3% | +1.9% | -2.2% | -1.2% |
| YTD | -40.5% | +18.2% | -58.6% | -43.0% |
| 1Y | -61.5% | +24.7% | -86.2% | -63.6% |
| 3Y | +8.2% | +150.7% | -142.5% | -9.9% |
| 5Y | -73.4% | +127.0% | -200.5% | -77.2% |
| All | -50.3% | +153.6% | -203.9% | -56.2% |
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