+556.1%
ETN vs DOC
+23.6%
+532.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | +2.4% | +1.0% | +1.4% | +2.1% |
| 30D | -15.2% | +8.1% | -23.4% | -17.7% |
| 3M | -21.2% | +0.9% | -22.1% | -21.8% |
| 6M | -13.5% | +6.3% | -19.7% | -16.2% |
| YTD | +14.5% | +33.8% | -19.3% | +1.0% |
| 1Y | -0.9% | +21.6% | -22.5% | -9.5% |
| 3Y | +68.6% | +53.4% | +15.2% | +37.0% |
| 5Y | +129.0% | -21.0% | +150.1% | +140.7% |
| 10Y | +556.1% | +22.5% | +533.6% | +508.1% |
| All | +556.1% | +23.6% | +532.5% | +508.1% |
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