+51.5%
DOCN vs DT
-7.6%
+59.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.7% |
| 7D | -12.8% | -20.2% | +7.4% | -7.4% |
| 30D | -41.9% | -30.8% | -11.2% | -35.6% |
| 3M | -36.9% | -10.2% | -26.7% | -33.6% |
| 6M | -52.2% | +8.0% | -60.3% | -52.3% |
| YTD | +62.7% | +1.5% | +61.3% | +68.1% |
| All | +51.5% | -7.6% | +59.2% | +60.9% |
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