+34.3%
DLR vs DOCS
-73.4%
+107.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.6% |
| 7D | +1.6% | -1.4% | +3.0% | +1.7% |
| 30D | -3.4% | +21.8% | -25.2% | -5.7% |
| 3M | +0.5% | +27.3% | -26.8% | -2.5% |
| 6M | +4.6% | -0.3% | +4.9% | +3.4% |
| YTD | +23.4% | -40.5% | +63.9% | +28.5% |
| 1Y | +19.0% | -61.5% | +80.6% | +29.9% |
| 3Y | +56.5% | +8.2% | +48.4% | +46.1% |
| All | +34.3% | -73.4% | +107.7% | +24.9% |
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