-53.9%
DOCS vs DTE
+45.5%
-99.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.4% |
| 7D | -7.3% | +0.9% | -8.2% | -7.4% |
| 30D | -10.9% | -1.9% | -9.0% | -10.7% |
| 3M | +20.3% | -3.3% | +23.6% | +20.6% |
| 6M | -3.6% | -7.1% | +3.5% | -3.0% |
| YTD | -44.9% | +8.1% | -53.0% | -46.0% |
| 1Y | -64.9% | +5.3% | -70.1% | -65.5% |
| 3Y | +7.6% | +48.2% | -40.5% | -2.5% |
| 5Y | -74.0% | +33.2% | -107.2% | -76.6% |
| All | -53.9% | +45.5% | -99.4% | -55.8% |
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