+3,551.7%
DLR vs DOC
+166.3%
+3,385.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +0.7% |
| 7D | +2.8% | +8.7% | -5.9% | -2.2% |
| 30D | +2.8% | +7.6% | -4.9% | -1.9% |
| 3M | -4.0% | -5.3% | +1.3% | -1.4% |
| 6M | -5.6% | +27.6% | -33.2% | -20.1% |
| YTD | +21.9% | +32.4% | -10.5% | +0.2% |
| 1Y | +13.0% | +22.9% | -9.8% | -3.2% |
| 3Y | +52.2% | +43.1% | +9.2% | +14.8% |
| 5Y | +40.3% | -21.4% | +61.7% | +52.2% |
| 10Y | +186.1% | +16.8% | +169.3% | +115.1% |
| All | +3,551.7% | +166.3% | +3,385.4% | +1,319.4% |
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