+292.5%
ETR vs DOC
-2.1%
+294.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +1.4% | -1.5% | +2.9% | +2.1% |
| 30D | +1.0% | -4.8% | +5.7% | +3.1% |
| 3M | -1.3% | +6.9% | -8.1% | -4.4% |
| 6M | +1.9% | +20.7% | -18.9% | -7.9% |
| YTD | +18.2% | +34.1% | -16.0% | +1.1% |
| 1Y | +24.7% | +22.6% | +2.0% | +11.0% |
| 3Y | +150.7% | +20.8% | +129.9% | +118.8% |
| 5Y | +127.0% | -24.9% | +151.9% | +150.1% |
| All | +292.5% | -2.1% | +294.6% | +281.8% |
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