+237.5%
DOCN vs DTE
+57.1%
+180.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.1% |
| 7D | +19.1% | +3.4% | +15.7% | +19.5% |
| 30D | -21.0% | +8.9% | -29.9% | -20.1% |
| 3M | -34.7% | +1.1% | -35.8% | -34.5% |
| 6M | -45.8% | +0.1% | -45.9% | -45.7% |
| YTD | +79.4% | +11.1% | +68.3% | +73.4% |
| 1Y | +91.0% | +4.9% | +86.1% | +87.3% |
| 3Y | +237.5% | +58.6% | +178.9% | +166.4% |
| All | +237.5% | +57.1% | +180.3% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling