-50.3%
DOCS vs DTE
+44.2%
-94.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +21.8% | -2.6% | +24.4% | +22.1% |
| 3M | +27.3% | -3.9% | +31.2% | +27.7% |
| 6M | -0.3% | -7.9% | +7.6% | +0.4% |
| YTD | -40.5% | +7.2% | -47.7% | -41.7% |
| 1Y | -61.5% | +3.1% | -64.6% | -62.1% |
| 3Y | +8.2% | +47.6% | -39.4% | -2.0% |
| 5Y | -73.4% | +32.7% | -106.2% | -75.9% |
| All | -50.3% | +44.2% | -94.5% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling