-27.4%
DOCN vs DTE
+46.1%
-73.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.4% |
| 7D | +27.4% | +3.2% | +24.2% | +26.8% |
| 30D | -29.7% | +8.5% | -38.2% | -30.6% |
| 3M | -32.5% | +1.3% | -33.8% | -32.5% |
| 6M | -42.2% | -0.7% | -41.5% | -42.3% |
| YTD | +87.2% | +10.6% | +76.5% | +78.0% |
| 1Y | +86.2% | +2.6% | +83.6% | +82.0% |
| 3Y | +257.4% | +56.5% | +200.9% | +187.1% |
| 5Y | -27.4% | +46.7% | -74.1% | -28.5% |
| All | -27.4% | +46.1% | -73.5% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling