+160.5%
DLR vs DOC
-2.1%
+162.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | +1.6% | -1.5% | +3.1% | +2.3% |
| 30D | -3.4% | -4.8% | +1.4% | -1.2% |
| 3M | +0.5% | +6.9% | -6.4% | -2.9% |
| 6M | +4.6% | +20.7% | -16.2% | -5.6% |
| YTD | +23.4% | +34.1% | -10.7% | +5.4% |
| 1Y | +19.0% | +22.6% | -3.6% | +5.8% |
| 3Y | +56.5% | +20.8% | +35.7% | +36.8% |
| 5Y | +33.3% | -24.9% | +58.2% | +47.0% |
| All | +160.5% | -2.1% | +162.5% | +152.7% |
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