-38.7%
DOCS vs DT
-27.0%
-11.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.8% | -24.7% | +23.9% | +15.6% |
| 30D | +17.4% | -27.4% | +44.8% | +39.5% |
| 3M | +57.4% | -11.1% | +68.5% | +65.5% |
| 6M | +26.5% | +13.7% | +12.9% | +12.4% |
| YTD | -26.6% | +0.2% | -26.8% | -30.3% |
| 1Y | -48.1% | -5.7% | -42.4% | -49.0% |
| 3Y | +52.6% | -8.1% | +60.8% | +43.6% |
| 5Y | -52.1% | -43.1% | -9.0% | -44.3% |
| All | -38.7% | -27.0% | -11.7% | -28.1% |
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