+159.1%
ETR vs DOC
-22.8%
+181.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.7% |
| 7D | +3.7% | +8.7% | -5.0% | +1.0% |
| 30D | +11.0% | +7.6% | +3.4% | +8.4% |
| 3M | +3.4% | -5.3% | +8.7% | +5.0% |
| 6M | -3.3% | +27.6% | -30.9% | -11.8% |
| YTD | +23.3% | +32.4% | -9.1% | +10.3% |
| 1Y | +19.2% | +22.9% | -3.7% | +9.7% |
| 3Y | +151.3% | +43.1% | +108.2% | +111.2% |
| 5Y | +159.1% | -21.4% | +180.4% | +186.5% |
| All | +159.1% | -22.8% | +181.9% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling