+58.2%
DLR vs DOC
+20.8%
+37.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | -3.4% | -4.8% | +1.4% | -1.9% |
| 3M | +0.5% | +6.9% | -6.4% | -1.8% |
| 6M | +4.6% | +20.7% | -16.2% | -2.0% |
| YTD | +23.4% | +34.1% | -10.7% | +10.9% |
| 1Y | +19.0% | +22.6% | -3.6% | +10.4% |
| All | +58.2% | +20.8% | +37.4% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling