+84.2%
DOCN vs DT
-14.4%
+98.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.1% |
| 7D | -12.8% | -20.2% | +7.4% | +3.3% |
| 30D | -41.9% | -30.8% | -11.2% | -22.5% |
| 3M | -36.9% | -10.2% | -26.7% | -32.4% |
| 6M | -52.2% | +8.0% | -60.3% | -58.6% |
| YTD | +62.7% | +1.5% | +61.3% | +45.5% |
| 1Y | +58.2% | -6.9% | +65.1% | +52.7% |
| 3Y | +219.5% | -10.9% | +230.4% | +206.2% |
| 5Y | -32.9% | -42.2% | +9.3% | -7.8% |
| All | +84.2% | -14.4% | +98.6% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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