+4,441.5%
ETR vs DOC
+2,926.9%
+1,514.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.3% | +6.2% | -5.9% | -1.2% |
| 30D | +6.8% | +6.5% | +0.4% | +5.1% |
| 3M | +3.8% | -6.2% | +10.1% | +5.4% |
| 6M | -5.5% | +25.6% | -31.0% | -11.6% |
| YTD | +21.5% | +32.1% | -10.6% | +11.8% |
| 1Y | +17.4% | +20.3% | -2.9% | +10.6% |
| 3Y | +147.7% | +42.7% | +104.9% | +121.1% |
| 5Y | +152.0% | -22.2% | +174.2% | +161.0% |
| 10Y | +353.4% | +16.5% | +336.9% | +323.0% |
| All | +4,441.5% | +2,926.9% | +1,514.6% | +2,866.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling