+95.3%
DOCU vs DTE
+101.5%
-6.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | +12.6% | +6.2% | +6.5% | +12.1% |
| 3M | +36.4% | -2.6% | +39.0% | +36.6% |
| 6M | +66.8% | -3.5% | +70.3% | +67.0% |
| YTD | +13.5% | +7.4% | +6.1% | +11.9% |
| 1Y | +11.3% | +4.2% | +7.1% | +10.2% |
| 3Y | +92.1% | +51.7% | +40.3% | +80.8% |
| 5Y | -71.0% | +39.7% | -110.7% | -72.3% |
| All | +95.3% | +101.5% | -6.2% | +115.1% |
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