-69.7%
DOCU vs DTE
+46.6%
-116.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.7% |
| 30D | +12.9% | +9.1% | +3.8% | +11.5% |
| 3M | +35.1% | +2.4% | +32.7% | +34.5% |
| 6M | +76.2% | -0.2% | +76.4% | +75.7% |
| YTD | +17.2% | +11.0% | +6.1% | +12.8% |
| 1Y | +16.4% | +3.4% | +13.0% | +14.5% |
| 3Y | +95.6% | +57.1% | +38.5% | +64.0% |
| All | -69.7% | +46.6% | -116.3% | -64.3% |
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 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