+53.9%
DOCN vs DTE
+4.8%
+49.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +2.0% |
| 7D | -12.1% | +3.5% | -15.7% | -9.5% |
| 30D | -41.0% | +9.5% | -50.5% | -35.5% |
| 3M | -38.7% | +2.5% | -41.2% | -37.2% |
| 6M | -51.5% | +0.6% | -52.1% | -50.5% |
| YTD | +65.3% | +10.5% | +54.8% | +60.9% |
| 1Y | +53.9% | +3.3% | +50.6% | +51.9% |
| All | +53.9% | +4.8% | +49.1% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling