+70.5%
DOCN vs DLR
+50.5%
+20.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -19.2% | -3.6% | -15.6% | -16.7% |
| 30D | -43.1% | -3.5% | -39.6% | -41.1% |
| 3M | -40.7% | -8.9% | -31.8% | -35.9% |
| 6M | -55.0% | -11.6% | -43.4% | -50.9% |
| YTD | +50.6% | +14.9% | +35.7% | +34.1% |
| 1Y | +54.0% | +6.4% | +47.5% | +45.3% |
| 3Y | +203.9% | +47.3% | +156.6% | +114.3% |
| 5Y | -29.4% | +32.8% | -62.2% | -45.6% |
| All | +70.5% | +50.5% | +20.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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