+84.2%
DOCN vs DTE
+51.8%
+32.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.8% |
| 7D | -12.8% | +1.8% | -14.6% | -12.9% |
| 30D | -41.9% | +9.0% | -50.9% | -42.4% |
| 3M | -36.9% | -0.2% | -36.7% | -36.8% |
| 6M | -52.2% | +0.1% | -52.3% | -52.4% |
| YTD | +62.7% | +10.0% | +52.8% | +56.8% |
| 1Y | +58.2% | +4.7% | +53.6% | +54.6% |
| 3Y | +219.5% | +55.7% | +163.8% | +173.8% |
| 5Y | -32.9% | +45.1% | -78.0% | -34.5% |
| All | +84.2% | +51.8% | +32.4% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling