-37.4%
DOCS vs DT
-24.5%
-12.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.9% |
| 7D | +0.1% | +2.7% | -2.7% | -1.5% |
| 30D | +8.7% | -30.4% | +39.0% | +32.4% |
| 3M | +32.9% | -9.4% | +42.3% | +38.5% |
| 6M | +25.5% | +14.5% | +11.0% | +11.3% |
| YTD | -25.0% | +3.6% | -28.6% | -30.1% |
| 1Y | -34.9% | -3.4% | -31.4% | -36.7% |
| 3Y | +39.3% | -11.1% | +50.4% | +34.7% |
| 5Y | -54.8% | -39.5% | -15.4% | -49.1% |
| All | -37.4% | -24.5% | -12.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling