-8.7%
ETN vs DOC
+20.9%
-29.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.6% |
| 7D | -7.6% | +6.5% | -14.1% | -7.1% |
| 30D | -20.8% | +9.2% | -29.9% | -20.1% |
| 3M | -23.6% | -2.5% | -21.1% | -23.2% |
| 6M | -18.5% | +7.1% | -25.6% | -19.1% |
| YTD | +8.2% | +33.0% | -24.8% | +5.0% |
| 1Y | -8.7% | +23.3% | -32.0% | -11.0% |
| All | -8.7% | +20.9% | -29.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling