+6.4%
DLR vs DOC
+20.9%
-14.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.6% | +6.5% | -10.1% | -4.6% |
| 30D | -3.5% | +9.2% | -12.6% | -4.9% |
| 3M | -8.9% | -2.5% | -6.4% | -8.5% |
| 6M | -11.6% | +7.1% | -18.6% | -12.5% |
| YTD | +14.9% | +33.0% | -18.1% | +12.0% |
| 1Y | +6.4% | +23.3% | -16.8% | +3.8% |
| All | +6.4% | +20.9% | -14.5% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling