+103.1%
DOCN vs DLR
+55.5%
+47.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -2.8% |
| 7D | +19.1% | +3.3% | +15.8% | +16.5% |
| 30D | -21.0% | +4.6% | -25.6% | -23.0% |
| 3M | -34.7% | -8.3% | -26.5% | -29.8% |
| 6M | -45.8% | -5.6% | -40.1% | -43.6% |
| YTD | +79.4% | +18.7% | +60.7% | +56.2% |
| 1Y | +91.0% | +17.1% | +73.9% | +68.0% |
| 3Y | +237.5% | +54.4% | +183.1% | +130.3% |
| 5Y | -30.4% | +36.5% | -66.9% | -47.6% |
| All | +103.1% | +55.5% | +47.6% | +46.8% |
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