+55.8%
DOCS vs ETR
+146.0%
-90.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +19.4% | +6.8% | +12.6% | +18.6% |
| 3M | +53.4% | +3.8% | +49.6% | +52.8% |
| 6M | +28.8% | -5.5% | +34.2% | +29.8% |
| YTD | -25.1% | +21.5% | -46.6% | -29.3% |
| 1Y | -48.1% | +17.4% | -65.6% | -50.6% |
| All | +55.8% | +146.0% | -90.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling