+3,595.7%
DLR vs DOC
+169.8%
+3,425.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.4% |
| 7D | +1.6% | -1.5% | +3.1% | +2.5% |
| 30D | -3.4% | -4.8% | +1.4% | -0.6% |
| 3M | +0.5% | +6.9% | -6.4% | -3.8% |
| 6M | +4.6% | +20.7% | -16.2% | -8.3% |
| YTD | +23.4% | +34.1% | -10.7% | +1.0% |
| 1Y | +19.0% | +22.6% | -3.6% | +2.3% |
| 3Y | +56.5% | +20.8% | +35.7% | +31.3% |
| 5Y | +33.3% | -24.9% | +58.2% | +49.3% |
| 10Y | +165.1% | -1.8% | +167.0% | +124.5% |
| All | +3,595.7% | +169.8% | +3,425.8% | +1,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling