-54.2%
DOCS vs DTE
+39.5%
-93.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.3% |
| 1Y | -48.1% | +4.2% | -52.3% | -49.0% |
| 3Y | +52.6% | +51.7% | +0.9% | +36.3% |
| All | -54.2% | +39.5% | -93.7% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling