+324.3%
DOCN vs DLR
+56.7%
+267.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +1.1% | +1.6% | -0.4% | +0.3% |
| 30D | -9.6% | -3.4% | -6.3% | -7.7% |
| 3M | -37.7% | +0.5% | -38.2% | -38.2% |
| 6M | +115.2% | +4.6% | +110.7% | +106.6% |
| YTD | +133.7% | +23.4% | +110.3% | +101.5% |
| 1Y | +250.2% | +19.0% | +231.1% | +208.9% |
| All | +324.3% | +56.7% | +267.6% | +208.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling