+324.3%
DOCN vs DTE
+47.8%
+276.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | -9.6% | -2.6% | -7.1% | -9.7% |
| 3M | -37.7% | -3.9% | -33.8% | -37.9% |
| 6M | +115.2% | -7.9% | +123.1% | +115.2% |
| YTD | +133.7% | +7.2% | +126.5% | +122.8% |
| 1Y | +250.2% | +3.1% | +247.1% | +237.7% |
| All | +324.3% | +47.8% | +276.4% | +214.4% |
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