-55.0%
DOCS vs DTE
+45.8%
-100.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -0.6% | +3.5% | -4.1% | -0.9% |
| 30D | +6.3% | +9.5% | -3.2% | +5.3% |
| 3M | +26.5% | +2.5% | +23.9% | +26.1% |
| 6M | +24.8% | +0.6% | +24.2% | +24.4% |
| YTD | -26.8% | +10.5% | -37.3% | -28.7% |
| 1Y | -38.3% | +3.3% | -41.6% | -39.0% |
| 3Y | +36.0% | +56.3% | -20.2% | +20.9% |
| 5Y | -55.0% | +44.9% | -99.9% | -55.8% |
| All | -55.0% | +45.8% | -100.8% | -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 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