-29.4%
ETHA vs DOC
+13.3%
-42.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | +0.8% | -1.5% | +2.3% | +1.4% |
| 30D | +27.9% | -4.8% | +32.7% | +30.5% |
| 3M | +38.3% | +6.9% | +31.4% | +34.3% |
| 6M | +14.0% | +20.7% | -6.8% | +4.5% |
| YTD | -17.4% | +34.1% | -51.6% | -28.8% |
| 1Y | -42.7% | +22.6% | -65.3% | -47.8% |
| All | -29.4% | +13.3% | -42.7% | -41.8% |
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