+74.3%
DOCN vs DLR
+9.7%
+64.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.5% | +9.5% |
| 7D | +3.7% | -2.0% | +5.8% | +5.8% |
| 30D | -33.7% | +0.5% | -34.2% | -33.3% |
| 3M | -27.9% | -4.4% | -23.5% | -25.5% |
| 6M | -46.4% | -6.4% | -40.0% | -43.5% |
| YTD | +81.1% | +19.5% | +61.6% | +49.0% |
| 1Y | +74.3% | +10.5% | +63.8% | +55.6% |
| All | +74.3% | +9.7% | +64.6% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling