-35.6%
DOCN vs DLR
+32.6%
-68.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -19.2% | -3.6% | -15.6% | -16.5% |
| 30D | -43.1% | -3.5% | -39.6% | -40.9% |
| 3M | -40.7% | -8.9% | -31.8% | -35.5% |
| 6M | -55.0% | -11.6% | -43.4% | -50.7% |
| YTD | +50.6% | +14.9% | +35.7% | +32.6% |
| 1Y | +54.0% | +6.4% | +47.5% | +44.3% |
| 3Y | +203.9% | +47.3% | +156.6% | +104.6% |
| All | -35.6% | +32.6% | -68.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling