+129.0%
ETN vs DOCU
-68.9%
+197.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.5% |
| 7D | +2.4% | -0.4% | +2.9% | +2.5% |
| 30D | -15.2% | +12.9% | -28.2% | -16.4% |
| 3M | -21.2% | +35.1% | -56.3% | -24.1% |
| 6M | -13.5% | +76.2% | -89.6% | -19.8% |
| YTD | +14.5% | +17.2% | -2.7% | +11.4% |
| 1Y | -0.9% | +16.4% | -17.3% | -3.5% |
| 3Y | +68.6% | +95.6% | -27.0% | +50.0% |
| 5Y | +129.0% | -68.5% | +197.6% | +119.1% |
| All | +129.0% | -68.9% | +197.9% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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