+52.6%
DOCS vs DTE
+49.5%
+3.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.2% |
| 3M | +57.4% | -2.6% | +60.0% | +57.6% |
| 6M | +26.5% | -3.5% | +30.1% | +26.6% |
| YTD | -26.6% | +7.4% | -33.9% | -28.7% |
| 1Y | -48.1% | +4.2% | -52.3% | -49.2% |
| 3Y | +52.6% | +51.7% | +0.9% | +12.2% |
| All | +52.6% | +49.5% | +3.1% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling