+40.3%
DLR vs DOC
-22.8%
+63.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.1% |
| 7D | +2.8% | +8.7% | -5.9% | -1.2% |
| 30D | +2.8% | +7.6% | -4.9% | -0.9% |
| 3M | -4.0% | -5.3% | +1.3% | -1.8% |
| 6M | -5.6% | +27.6% | -33.2% | -17.6% |
| YTD | +21.9% | +32.4% | -10.5% | +3.6% |
| 1Y | +13.0% | +22.9% | -9.8% | -0.2% |
| 3Y | +52.2% | +43.1% | +9.2% | +15.9% |
| 5Y | +40.3% | -21.4% | +61.7% | +64.5% |
| All | +40.3% | -22.8% | +63.1% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling