-21.4%
DOC vs DTE
+43.2%
-64.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.5% |
| 7D | +8.7% | +4.2% | +4.5% | +5.8% |
| 30D | +7.6% | +10.0% | -2.4% | +1.1% |
| 3M | -5.3% | -2.1% | -3.2% | -4.1% |
| 6M | +27.6% | -4.7% | +32.3% | +31.2% |
| YTD | +32.4% | +9.3% | +23.1% | +23.1% |
| 1Y | +22.9% | +6.6% | +16.2% | +16.1% |
| 3Y | +43.1% | +52.2% | -9.1% | +2.6% |
| 5Y | -21.4% | +43.1% | -64.5% | -39.9% |
| All | -21.4% | +43.2% | -64.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling