+403.9%
ETN vs DOCU
+107.7%
+296.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.2% |
| 7D | -16.9% | -3.2% | -13.7% | -16.7% |
| 30D | -26.5% | +15.7% | -42.2% | -27.8% |
| 3M | -26.7% | +37.3% | -64.0% | -29.5% |
| 6M | -20.0% | +63.1% | -83.1% | -25.2% |
| YTD | +3.5% | +15.4% | -11.8% | +0.6% |
| 1Y | -14.4% | +11.3% | -25.8% | -16.6% |
| 3Y | +57.4% | +92.1% | -34.6% | +41.1% |
| 5Y | +106.3% | -70.5% | +176.8% | +112.2% |
| All | +403.9% | +107.7% | +296.2% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling