+97.7%
DOCN vs DT
-8.9%
+106.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.6% | -6.7% |
| 7D | -20.0% | -25.5% | +5.5% | -0.3% |
| 30D | -38.8% | -22.3% | -16.5% | -26.0% |
| 3M | -34.8% | +2.3% | -37.2% | -38.4% |
| 6M | -22.8% | +20.7% | -43.5% | -39.8% |
| YTD | +74.6% | +7.9% | +66.7% | +47.7% |
| 1Y | +116.4% | -5.7% | +122.2% | +105.0% |
| 3Y | +239.3% | -1.8% | +241.2% | +197.3% |
| 5Y | -20.2% | -39.7% | +19.5% | +5.0% |
| All | +97.7% | -8.9% | +106.6% | +87.3% |
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