-22.8%
DOCN vs DLR
-6.3%
-16.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.6% | -9.7% | -8.4% |
| 7D | -20.0% | +2.8% | -22.9% | -21.2% |
| 30D | -38.8% | +2.8% | -41.6% | -39.6% |
| 3M | -34.8% | -4.0% | -30.8% | -34.6% |
| 6M | -22.8% | -5.6% | -17.2% | -22.4% |
| All | -22.8% | -6.3% | -16.5% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling