+103.1%
DOCN vs DT
-12.8%
+115.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.0% |
| 7D | +19.1% | +3.1% | +16.0% | +16.4% |
| 30D | -21.0% | -29.5% | +8.5% | +4.0% |
| 3M | -34.7% | -11.7% | -23.0% | -29.0% |
| 6M | -45.8% | +29.0% | -74.8% | -59.2% |
| YTD | +79.4% | +3.4% | +76.0% | +58.2% |
| 1Y | +91.0% | -4.2% | +95.2% | +80.3% |
| 3Y | +237.5% | -12.8% | +250.3% | +232.3% |
| 5Y | -30.4% | -39.6% | +9.2% | -7.5% |
| All | +103.1% | -12.8% | +115.9% | +100.7% |
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