-34.8%
DOCN vs DT
+6.3%
-41.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.6% | -7.0% |
| 7D | -20.0% | -25.5% | +5.5% | -12.4% |
| 30D | -38.8% | -22.3% | -16.5% | -32.5% |
| 3M | -34.8% | +2.3% | -37.2% | -27.4% |
| All | -34.8% | +6.3% | -41.1% | -27.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling