-51.1%
DOCS vs DT
-44.2%
-6.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.6% | +2.3% | -0.5% |
| 7D | -1.3% | -28.3% | +27.0% | +18.5% |
| 30D | +19.4% | -28.4% | +47.8% | +43.4% |
| 3M | +53.4% | -14.1% | +67.5% | +64.8% |
| 6M | +28.8% | +13.2% | +15.6% | +14.4% |
| YTD | -25.1% | +0.8% | -25.9% | -29.2% |
| 1Y | -48.1% | -7.8% | -40.4% | -48.3% |
| 3Y | +51.4% | -8.3% | +59.7% | +42.3% |
| 5Y | -51.1% | -42.7% | -8.4% | -32.1% |
| All | -51.1% | -44.2% | -6.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling