+0.8%
ETN vs DOCS
-33.3%
+34.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | +3.6% | +2.6% | +1.1% | +3.9% |
| 30D | -13.4% | +11.4% | -24.8% | -12.4% |
| 3M | -21.9% | +25.4% | -47.3% | -19.9% |
| 6M | -12.8% | +42.5% | -55.3% | -8.8% |
| YTD | +12.1% | -24.7% | +36.8% | +17.9% |
| 1Y | +0.8% | -32.9% | +33.8% | +8.7% |
| All | +0.8% | -33.3% | +34.2% | +8.7% |
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