-47.3%
DOCS vs DTE
+5.6%
-52.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +7.7% |
| 7D | +1.2% | +4.2% | -3.0% | +3.7% |
| 30D | +21.3% | +10.0% | +11.3% | +28.6% |
| 3M | +58.4% | -2.1% | +60.5% | +54.9% |
| 6M | +39.3% | -4.7% | +44.0% | +35.4% |
| YTD | -21.7% | +9.3% | -31.0% | -13.0% |
| 1Y | -47.3% | +6.6% | -53.9% | -42.9% |
| All | -47.3% | +5.6% | -52.9% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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