-4.5%
ETN vs DOCS
-39.1%
+34.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +5.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.7% |
| 30D | -16.4% | +7.8% | -24.1% | -15.7% |
| 3M | -19.9% | +20.0% | -39.9% | -18.2% |
| 6M | -10.3% | +26.5% | -36.8% | -7.4% |
| YTD | +13.8% | -25.8% | +39.5% | +19.6% |
| All | -4.5% | -39.1% | +34.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling