+164.8%
ETN vs DOCS
-21.3%
+186.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -9.3% | -0.6% | -8.7% | -9.3% |
| 30D | -17.3% | +6.3% | -23.6% | -17.7% |
| 3M | -20.1% | +26.5% | -46.6% | -21.6% |
| 6M | -11.3% | +24.8% | -36.1% | -13.5% |
| YTD | +12.5% | -26.8% | +39.3% | +14.6% |
| 1Y | -5.6% | -38.3% | +32.7% | -2.3% |
| 3Y | +65.6% | +36.0% | +29.6% | +58.4% |
| 5Y | +122.4% | -55.0% | +177.4% | +117.7% |
| All | +164.8% | -21.3% | +186.1% | +161.8% |
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