+426.6%
ETN vs DOCU
+104.2%
+322.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +4.7% |
| 7D | -7.6% | -5.5% | -2.1% | -7.1% |
| 30D | -20.8% | +12.6% | -33.4% | -21.9% |
| 3M | -23.6% | +36.4% | -60.0% | -26.5% |
| 6M | -18.5% | +66.8% | -85.3% | -24.0% |
| YTD | +8.2% | +13.5% | -5.3% | +5.3% |
| 1Y | -8.7% | +11.3% | -20.0% | -11.0% |
| 3Y | +63.3% | +92.1% | -28.8% | +46.3% |
| 5Y | +115.6% | -71.0% | +186.6% | +122.2% |
| All | +426.6% | +104.2% | +322.3% | +281.5% |
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