+19,963.1%
ETN vs DOC
+2,974.4%
+16,988.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | +2.0% | -1.5% | +3.5% | +2.5% |
| 30D | -7.9% | -4.8% | -3.2% | -6.5% |
| 3M | -1.6% | +6.9% | -8.5% | -4.4% |
| 6M | +16.9% | +20.7% | -3.9% | +8.2% |
| YTD | +30.1% | +34.1% | -4.1% | +15.9% |
| 1Y | +19.3% | +22.6% | -3.3% | +9.3% |
| 3Y | +82.5% | +20.8% | +61.7% | +64.4% |
| 5Y | +166.8% | -24.9% | +191.7% | +180.8% |
| 10Y | +649.7% | -1.8% | +651.5% | +584.8% |
| All | +19,963.1% | +2,974.4% | +16,988.7% | +8,578.6% |
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