+171.2%
ETN vs DOCS
-73.4%
+244.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.2% | +3.7% |
| 7D | +2.0% | -1.4% | +3.4% | +2.1% |
| 30D | -7.9% | +21.8% | -29.7% | -9.8% |
| 3M | -1.6% | +27.3% | -28.9% | -4.2% |
| 6M | +16.9% | -0.3% | +17.2% | +15.7% |
| YTD | +30.1% | -40.5% | +70.6% | +35.4% |
| 1Y | +19.3% | -61.5% | +80.8% | +30.0% |
| 3Y | +82.5% | +8.2% | +74.4% | +75.5% |
| All | +171.2% | -73.4% | +244.6% | +168.6% |
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