+350.1%
ETR vs DOC
+15.7%
+334.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +0.4% | +6.5% | -6.1% | -2.3% |
| 30D | +7.5% | +9.2% | -1.6% | +3.4% |
| 3M | +4.4% | -2.5% | +6.9% | +5.3% |
| 6M | -1.5% | +7.1% | -8.6% | -5.0% |
| YTD | +21.8% | +33.0% | -11.2% | +4.5% |
| 1Y | +18.4% | +23.3% | -4.9% | +5.1% |
| 3Y | +148.5% | +44.9% | +103.6% | +97.8% |
| 5Y | +152.6% | -21.6% | +174.2% | +171.8% |
| All | +350.1% | +15.7% | +334.4% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling