+70.5%
DOCN vs DT
-15.4%
+86.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | -19.2% | -24.7% | +5.5% | +0.1% |
| 30D | -43.1% | -27.4% | -15.7% | -26.9% |
| 3M | -40.7% | -11.1% | -29.6% | -36.0% |
| 6M | -55.0% | +13.7% | -68.7% | -63.0% |
| YTD | +50.6% | +0.2% | +50.4% | +35.9% |
| 1Y | +54.0% | -5.7% | +59.6% | +46.5% |
| 3Y | +203.9% | -8.1% | +212.0% | +181.8% |
| 5Y | -29.4% | -43.1% | +13.7% | -1.9% |
| All | +70.5% | -15.4% | +86.0% | +72.4% |
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