+205.8%
ET vs DOC
+14.9%
+190.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -8.1% | +6.2% | -14.3% | -9.8% |
| 30D | -7.5% | +6.5% | -13.9% | -9.4% |
| 3M | -4.1% | -6.2% | +2.2% | -2.5% |
| 6M | -2.7% | +25.6% | -28.3% | -10.7% |
| YTD | +22.6% | +32.1% | -9.5% | +10.0% |
| 1Y | +22.0% | +20.3% | +1.7% | +12.8% |
| 3Y | +72.8% | +42.7% | +30.0% | +47.3% |
| 5Y | +201.4% | -22.2% | +223.6% | +216.8% |
| All | +205.8% | +14.9% | +190.9% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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