-4.5%
ETN vs DOCN
+55.6%
-60.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -2.9% | +3.8% |
| 7D | -1.8% | -12.8% | +10.9% | +0.4% |
| 30D | -16.4% | -41.9% | +25.5% | -9.8% |
| 3M | -19.9% | -36.9% | +17.0% | -15.0% |
| 6M | -10.3% | -52.2% | +41.9% | -3.1% |
| YTD | +13.8% | +62.7% | -49.0% | -2.3% |
| All | -4.5% | +55.6% | -60.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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