+169.6%
ETN vs DOCS
-19.3%
+188.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.6% |
| 7D | +2.4% | -4.2% | +6.6% | +2.8% |
| 30D | -15.2% | +8.6% | -23.9% | -15.7% |
| 3M | -21.2% | +27.2% | -48.5% | -22.7% |
| 6M | -13.5% | +26.5% | -40.0% | -15.6% |
| YTD | +14.5% | -25.0% | +39.5% | +16.5% |
| 1Y | -0.9% | -37.0% | +36.1% | +2.5% |
| 3Y | +68.6% | +39.4% | +29.2% | +61.1% |
| 5Y | +129.0% | -56.7% | +185.7% | +123.7% |
| All | +169.6% | -19.3% | +188.9% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling