-50.3%
DOCS vs DT
-12.8%
-37.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -1.8% |
| 7D | -1.4% | -3.3% | +1.9% | +0.5% |
| 30D | +21.8% | +2.0% | +19.8% | +20.1% |
| 3M | +27.3% | +20.0% | +7.3% | +13.1% |
| 6M | -0.3% | +39.3% | -39.6% | -20.7% |
| YTD | -40.5% | +19.8% | -60.2% | -48.2% |
| 1Y | -61.5% | +4.3% | -65.8% | -63.8% |
| 3Y | +8.2% | +7.7% | +0.5% | -5.7% |
| 5Y | -73.4% | -26.8% | -46.6% | -72.9% |
| All | -50.3% | -12.8% | -37.5% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling