+84.2%
DOCN vs DLR
+55.6%
+28.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.4% | +4.6% | +5.5% |
| 7D | -12.8% | +2.4% | -15.2% | -13.9% |
| 30D | -41.9% | +0.7% | -42.7% | -41.7% |
| 3M | -36.9% | -6.4% | -30.5% | -33.1% |
| 6M | -52.2% | -6.5% | -45.7% | -50.0% |
| YTD | +62.7% | +18.8% | +43.9% | +41.5% |
| 1Y | +58.2% | +9.0% | +49.2% | +46.9% |
| 3Y | +219.5% | +54.5% | +165.0% | +117.7% |
| 5Y | -32.9% | +35.8% | -68.7% | -49.5% |
| All | +84.2% | +55.6% | +28.6% | +33.0% |
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