+163.9%
ETN vs DOCS
-19.0%
+182.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +3.6% | +2.6% | +1.1% | +3.4% |
| 30D | -13.4% | +11.4% | -24.8% | -14.1% |
| 3M | -21.9% | +25.4% | -47.3% | -23.3% |
| 6M | -12.8% | +42.5% | -55.3% | -15.7% |
| YTD | +12.1% | -24.7% | +36.8% | +14.0% |
| 1Y | +0.8% | -32.9% | +33.8% | +3.6% |
| 3Y | +64.5% | +39.6% | +24.9% | +57.1% |
| 5Y | +121.7% | -54.6% | +176.4% | +116.6% |
| All | +163.9% | -19.0% | +182.9% | +160.4% |
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