+1,310.8%
ET vs DOC
+155.0%
+1,155.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -4.3% |
| 7D | -6.0% | +8.7% | -14.8% | -8.2% |
| 30D | -6.1% | +7.6% | -13.7% | -8.1% |
| 3M | -2.7% | -5.3% | +2.6% | -1.6% |
| 6M | +0.2% | +27.6% | -27.4% | -7.4% |
| YTD | +24.3% | +32.4% | -8.1% | +13.3% |
| 1Y | +26.4% | +22.9% | +3.5% | +17.5% |
| 3Y | +75.2% | +43.1% | +32.1% | +53.8% |
| 5Y | +208.0% | -21.4% | +229.4% | +216.3% |
| 10Y | +216.2% | +16.8% | +199.3% | +184.4% |
| All | +1,310.8% | +155.0% | +1,155.8% | +873.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling