+240.7%
DOCN vs DTE
+57.1%
+183.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.6% |
| 7D | +3.7% | +1.6% | +2.2% | +3.8% |
| 30D | -33.7% | +9.1% | -42.8% | -32.9% |
| 3M | -27.9% | +2.4% | -30.3% | -27.5% |
| 6M | -46.4% | -0.2% | -46.2% | -46.4% |
| YTD | +81.1% | +11.0% | +70.1% | +75.1% |
| 1Y | +74.3% | +3.4% | +70.9% | +71.7% |
| All | +240.7% | +57.1% | +183.6% | +168.9% |
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 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