+117.6%
DT vs DOC
-5.3%
+122.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | -3.3% | -1.5% | -1.8% | -2.8% |
| 30D | +2.0% | -4.8% | +6.8% | +3.9% |
| 3M | +20.0% | +6.9% | +13.1% | +16.6% |
| 6M | +39.3% | +20.7% | +18.5% | +27.6% |
| YTD | +19.8% | +34.1% | -14.4% | +4.8% |
| 1Y | +4.3% | +22.6% | -18.4% | -5.5% |
| 3Y | +7.7% | +20.8% | -13.1% | -4.6% |
| 5Y | -26.8% | -24.9% | -2.0% | -20.0% |
| All | +117.6% | -5.3% | +122.9% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling