+74.3%
DOCN vs DTE
+3.9%
+70.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +10.0% |
| 7D | +3.7% | +1.6% | +2.2% | +4.4% |
| 30D | -33.7% | +9.1% | -42.8% | -27.9% |
| 3M | -27.9% | +2.4% | -30.3% | -26.4% |
| 6M | -46.4% | -0.2% | -46.2% | -45.9% |
| YTD | +81.1% | +11.0% | +70.1% | +76.2% |
| 1Y | +74.3% | +3.4% | +70.9% | +74.3% |
| All | +74.3% | +3.9% | +70.4% | +74.3% |
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