+66.4%
DOCN vs DT
-14.9%
+81.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.6% | -9.3% | -10.6% |
| 7D | -29.3% | -28.3% | -0.9% | -8.6% |
| 30D | -46.0% | -28.4% | -17.6% | -29.9% |
| 3M | -43.2% | -14.1% | -29.1% | -37.0% |
| 6M | -53.7% | +13.2% | -66.9% | -61.8% |
| YTD | +46.9% | +0.8% | +46.1% | +32.0% |
| 1Y | +54.3% | -7.8% | +62.1% | +49.9% |
| 3Y | +185.5% | -8.3% | +193.9% | +165.8% |
| 5Y | -31.1% | -42.7% | +11.6% | -4.7% |
| All | +66.4% | -14.9% | +81.3% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling