+38.7%
DLR vs DOCS
-21.0%
+59.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -0.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -3.5% | +17.4% | -20.9% | -4.8% |
| 3M | -8.9% | +57.4% | -66.3% | -12.8% |
| 6M | -11.6% | +26.5% | -38.1% | -14.2% |
| YTD | +14.9% | -26.6% | +41.5% | +16.9% |
| 1Y | +6.4% | -48.1% | +54.5% | +11.8% |
| 3Y | +47.3% | +52.6% | -5.4% | +35.2% |
| 5Y | +32.8% | -52.1% | +84.9% | +26.8% |
| All | +38.7% | -21.0% | +59.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling