+203.9%
DOCN vs DTE
+49.5%
+154.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -19.2% | -0.3% | -18.8% | -19.1% |
| 30D | -43.1% | +6.2% | -49.2% | -42.5% |
| 3M | -40.7% | -2.6% | -38.1% | -40.7% |
| 6M | -55.0% | -3.5% | -51.4% | -55.1% |
| YTD | +50.6% | +7.4% | +43.3% | +45.2% |
| 1Y | +54.0% | +4.2% | +49.7% | +49.7% |
| 3Y | +203.9% | +51.7% | +152.2% | +144.3% |
| All | +203.9% | +49.5% | +154.4% | +144.3% |
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 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