+91.0%
DOCN vs DT
-2.7%
+93.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +19.1% | +3.1% | +16.0% | +18.0% |
| 30D | -21.0% | -29.5% | +8.5% | -12.9% |
| 3M | -34.7% | -11.7% | -23.0% | -31.2% |
| 6M | -45.8% | +29.0% | -74.8% | -49.7% |
| YTD | +79.4% | +3.4% | +76.0% | +86.4% |
| 1Y | +91.0% | -4.2% | +95.2% | +105.0% |
| All | +91.0% | -2.7% | +93.7% | +105.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling