+2,934.4%
DOC vs DTE
+3,562.2%
-627.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.7% |
| 7D | +8.7% | +4.2% | +4.5% | +6.2% |
| 30D | +7.6% | +10.0% | -2.4% | +1.9% |
| 3M | -5.3% | -2.1% | -3.2% | -4.2% |
| 6M | +27.6% | -4.7% | +32.3% | +30.7% |
| YTD | +32.4% | +9.3% | +23.1% | +24.9% |
| 1Y | +22.9% | +6.6% | +16.2% | +17.5% |
| 3Y | +43.1% | +52.2% | -9.1% | +11.0% |
| 5Y | -21.4% | +43.1% | -64.5% | -36.9% |
| 10Y | +16.8% | +141.8% | -124.9% | -27.5% |
| All | +2,934.4% | +3,562.2% | -627.9% | +798.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling