+125.5%
ETN vs DOCS
-56.1%
+181.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +10.1% | +0.1% | +10.1% | +10.1% |
| 30D | -15.9% | +8.7% | -24.6% | -16.5% |
| 3M | -21.7% | +32.9% | -54.6% | -23.7% |
| 6M | -10.1% | +25.5% | -35.6% | -12.7% |
| YTD | +14.0% | -25.0% | +39.0% | +16.5% |
| 1Y | -1.7% | -34.9% | +33.2% | +2.1% |
| 3Y | +67.9% | +39.3% | +28.6% | +57.0% |
| 5Y | +125.5% | -54.8% | +180.4% | +119.5% |
| All | +125.5% | -56.1% | +181.6% | +119.5% |
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