+112.6%
ETN vs DOC
-21.4%
+134.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | -7.6% | +6.5% | -14.1% | -9.0% |
| 30D | -20.8% | +9.2% | -29.9% | -22.5% |
| 3M | -23.6% | -2.5% | -21.1% | -23.3% |
| 6M | -18.5% | +7.1% | -25.6% | -20.6% |
| YTD | +8.2% | +33.0% | -24.8% | -1.9% |
| 1Y | -8.7% | +23.3% | -32.0% | -15.3% |
| 3Y | +63.3% | +44.9% | +18.3% | +39.0% |
| All | +112.6% | -21.4% | +134.0% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling