-4.4%
DOC vs DTE
+137.9%
-142.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | -1.5% | +0.2% | -1.6% | -1.6% |
| 30D | -4.8% | -2.6% | -2.2% | -2.9% |
| 3M | +6.9% | -3.9% | +10.8% | +10.0% |
| 6M | +20.7% | -7.9% | +28.7% | +28.0% |
| YTD | +34.1% | +7.2% | +27.0% | +25.3% |
| 1Y | +22.6% | +3.1% | +19.6% | +18.0% |
| 3Y | +20.8% | +47.6% | -26.8% | -14.9% |
| 5Y | -24.9% | +32.7% | -57.6% | -42.9% |
| All | -4.4% | +137.9% | -142.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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