+17.9%
ETR vs DOC
+22.2%
-4.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.6% | +4.3% | -1.8% | +2.4% |
| 30D | +8.7% | +9.2% | -0.5% | +8.3% |
| 3M | +6.4% | -0.8% | +7.2% | +6.1% |
| 6M | +0.7% | +7.1% | -6.4% | +0.6% |
| YTD | +23.0% | +34.0% | -10.9% | +25.2% |
| 1Y | +17.9% | +23.2% | -5.3% | +19.9% |
| All | +17.9% | +22.2% | -4.3% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling