+196.4%
DOCN vs DT
-8.7%
+205.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.6% | -9.3% | -12.5% |
| 7D | -29.3% | -28.3% | -0.9% | -16.8% |
| 30D | -46.0% | -28.4% | -17.6% | -36.1% |
| 3M | -43.2% | -14.1% | -29.1% | -38.8% |
| 6M | -53.7% | +13.2% | -66.9% | -58.6% |
| YTD | +46.9% | +0.8% | +46.1% | +41.0% |
| 1Y | +54.3% | -7.8% | +62.1% | +57.4% |
| All | +196.4% | -8.7% | +205.1% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling