+167.8%
ETN vs DOCS
-20.2%
+188.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +5.1% |
| 7D | -1.8% | 0.0% | -1.8% | -1.9% |
| 30D | -16.4% | +7.8% | -24.1% | -16.8% |
| 3M | -19.9% | +20.0% | -39.9% | -21.1% |
| 6M | -10.3% | +26.5% | -36.8% | -12.6% |
| YTD | +13.8% | -25.8% | +39.5% | +15.8% |
| 1Y | -3.1% | -39.5% | +36.4% | +0.5% |
| 3Y | +70.1% | +60.3% | +9.8% | +60.6% |
| 5Y | +122.3% | -57.0% | +179.3% | +117.3% |
| All | +167.8% | -20.2% | +188.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling