+112.6%
ETN vs DOCS
-51.8%
+164.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.0% | +6.5% | +4.7% |
| 7D | -7.6% | -0.8% | -6.9% | -7.6% |
| 30D | -20.8% | +17.4% | -38.2% | -21.9% |
| 3M | -23.6% | +57.4% | -80.9% | -27.0% |
| 6M | -18.5% | +26.5% | -45.0% | -21.0% |
| YTD | +8.2% | -26.6% | +34.8% | +10.7% |
| 1Y | -8.7% | -48.1% | +39.4% | -2.8% |
| 3Y | +63.3% | +52.6% | +10.6% | +51.0% |
| All | +112.6% | -51.8% | +164.4% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling