+41.0%
DLR vs DOCS
-51.9%
+92.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.8% | +2.0% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | +2.8% | +21.3% | -18.5% | +0.8% |
| 3M | -4.0% | +58.4% | -62.4% | -8.9% |
| 6M | -5.6% | +39.3% | -44.9% | -9.8% |
| YTD | +21.9% | -21.7% | +43.7% | +23.8% |
| 1Y | +13.0% | -47.3% | +60.3% | +20.0% |
| 3Y | +52.2% | +58.2% | -5.9% | +35.1% |
| All | +41.0% | -51.9% | +92.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling