+233.5%
ETN vs DOCN
+171.0%
+62.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.1% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | -7.9% | -9.6% | +1.7% | -6.9% |
| 3M | -1.6% | -37.7% | +36.1% | +3.7% |
| 6M | +16.9% | +115.2% | -98.3% | +2.6% |
| YTD | +30.1% | +133.7% | -103.7% | +12.4% |
| 1Y | +19.3% | +250.2% | -230.9% | -2.8% |
| 3Y | +82.5% | +320.3% | -237.8% | +42.6% |
| 5Y | +166.8% | +53.1% | +113.7% | +118.9% |
| All | +233.5% | +171.0% | +62.5% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling