+164.6%
DOCN vs DTE
+48.0%
+116.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +1.1% | +0.2% | +1.0% | +1.1% |
| 30D | -9.6% | -2.6% | -7.1% | -9.4% |
| 3M | -37.7% | -3.9% | -33.8% | -37.6% |
| 6M | +115.2% | -7.9% | +123.1% | +116.3% |
| YTD | +133.7% | +7.2% | +126.5% | +125.4% |
| 1Y | +250.2% | +3.1% | +247.1% | +241.1% |
| 3Y | +320.3% | +47.6% | +272.7% | +263.2% |
| 5Y | +53.1% | +32.7% | +20.4% | +42.9% |
| All | +164.6% | +48.0% | +116.7% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling