-36.1%
ETHA vs DOC
+12.3%
-48.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -0.2% | +6.5% | -6.6% | -2.6% |
| 30D | -13.4% | +9.2% | -22.5% | -16.5% |
| 3M | +16.5% | -2.5% | +19.0% | +17.8% |
| 6M | -5.3% | +7.1% | -12.4% | -8.3% |
| YTD | -25.2% | +33.0% | -58.2% | -35.3% |
| 1Y | -32.9% | +23.3% | -56.2% | -39.6% |
| All | -36.1% | +12.3% | -48.4% | -47.1% |
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