+46.0%
DLR vs DOCS
-19.4%
+65.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +0.1% | +5.0% | +5.0% |
| 30D | +3.0% | +8.7% | -5.7% | +2.3% |
| 3M | -6.3% | +32.9% | -39.1% | -8.6% |
| 6M | -4.8% | +25.5% | -30.3% | -7.5% |
| YTD | +21.0% | -25.0% | +46.0% | +22.9% |
| 1Y | +15.1% | -34.9% | +50.0% | +18.4% |
| 3Y | +56.0% | +39.3% | +16.7% | +44.8% |
| 5Y | +39.1% | -54.8% | +93.9% | +32.6% |
| All | +46.0% | -19.4% | +65.4% | +38.1% |
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