-48.1%
DOCS vs DT
-8.7%
-39.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -0.8% | -24.7% | +23.9% | +10.1% |
| 30D | +17.4% | -27.4% | +44.8% | +32.3% |
| 3M | +57.4% | -11.1% | +68.5% | +62.8% |
| 6M | +26.5% | +13.7% | +12.9% | +19.3% |
| YTD | -26.6% | +0.2% | -26.8% | -29.6% |
| 1Y | -48.1% | -5.7% | -42.4% | -50.5% |
| All | -48.1% | -8.7% | -39.3% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling