-38.7%
DOCS vs DTE
+44.5%
-83.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +17.4% | +6.2% | +11.2% | +16.8% |
| 3M | +57.4% | -2.6% | +60.0% | +57.8% |
| 6M | +26.5% | -3.5% | +30.1% | +26.8% |
| YTD | -26.6% | +7.4% | -33.9% | -28.1% |
| 1Y | -48.1% | +4.2% | -52.3% | -48.9% |
| 3Y | +52.6% | +51.7% | +0.9% | +38.0% |
| 5Y | -52.1% | +39.7% | -91.8% | -54.2% |
| All | -38.7% | +44.5% | -83.1% | -41.1% |
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