-10.3%
DOCU vs DTE
+3.0%
-13.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.3% |
| 7D | +6.9% | +0.2% | +6.7% | +7.0% |
| 30D | +19.0% | -2.6% | +21.6% | +17.3% |
| 3M | +34.3% | -3.9% | +38.2% | +32.3% |
| 6M | +48.0% | -7.9% | +55.9% | +43.4% |
| YTD | 0.0% | +7.2% | -7.2% | +1.6% |
| 1Y | -10.3% | +3.1% | -13.4% | -8.9% |
| All | -10.3% | +3.0% | -13.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling