-35.6%
DOCN vs DT
-43.6%
+8.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | -19.2% | -24.7% | +5.5% | +0.3% |
| 30D | -43.1% | -27.4% | -15.7% | -26.7% |
| 3M | -40.7% | -11.1% | -29.6% | -36.0% |
| 6M | -55.0% | +13.7% | -68.7% | -63.2% |
| YTD | +50.6% | +0.2% | +50.4% | +35.6% |
| 1Y | +54.0% | -5.7% | +59.6% | +46.3% |
| 3Y | +203.9% | -8.1% | +212.0% | +179.9% |
| All | -35.6% | -43.6% | +8.0% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling