-37.3%
DOCS vs DTE
+49.4%
-86.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -4.2% | +1.6% | -5.8% | -4.3% |
| 30D | +8.6% | +9.1% | -0.5% | +7.8% |
| 3M | +27.2% | +2.4% | +24.8% | +26.9% |
| 6M | +26.5% | -0.2% | +26.7% | +26.3% |
| YTD | -25.0% | +11.0% | -36.0% | -26.8% |
| 1Y | -37.0% | +3.4% | -40.4% | -37.6% |
| 3Y | +39.4% | +57.1% | -17.7% | +25.6% |
| 5Y | -56.7% | +46.6% | -103.2% | -58.6% |
| All | -37.3% | +49.4% | -86.7% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling