-38.0%
DOCS vs DTE
+48.0%
-86.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | 0.0% | +1.8% | -1.8% | -0.2% |
| 30D | +7.8% | +9.0% | -1.3% | +7.0% |
| 3M | +20.0% | -0.2% | +20.1% | +20.0% |
| 6M | +26.5% | +0.1% | +26.4% | +26.2% |
| YTD | -25.8% | +10.0% | -35.7% | -27.5% |
| 1Y | -39.5% | +4.7% | -44.1% | -40.3% |
| 3Y | +60.3% | +55.7% | +4.7% | +44.6% |
| 5Y | -57.0% | +45.1% | -102.2% | -58.9% |
| All | -38.0% | +48.0% | -86.0% | -40.6% |
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