+164.6%
DOCN vs DT
+1.1%
+163.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +4.1% |
| 7D | +1.1% | -3.3% | +4.4% | +3.8% |
| 30D | -9.6% | +2.0% | -11.7% | -11.6% |
| 3M | -37.7% | +20.0% | -57.7% | -48.5% |
| 6M | +115.2% | +39.3% | +75.9% | +50.1% |
| YTD | +133.7% | +19.8% | +114.0% | +85.1% |
| 1Y | +250.2% | +4.3% | +245.9% | +210.6% |
| 3Y | +320.3% | +7.7% | +312.6% | +250.2% |
| 5Y | +53.1% | -26.8% | +79.9% | +76.7% |
| All | +164.6% | +1.1% | +163.6% | +134.8% |
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