+171.2%
ETN vs DOC
-24.5%
+195.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.9% |
| 7D | +2.0% | -1.5% | +3.5% | +2.4% |
| 30D | -7.9% | -4.8% | -3.2% | -6.9% |
| 3M | -1.6% | +6.9% | -8.5% | -4.0% |
| 6M | +16.9% | +20.7% | -3.9% | +9.7% |
| YTD | +30.1% | +34.1% | -4.1% | +17.9% |
| 1Y | +19.3% | +22.6% | -3.3% | +10.9% |
| 3Y | +82.5% | +20.8% | +61.7% | +69.0% |
| All | +171.2% | -24.5% | +195.7% | +207.5% |
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