+66.4%
DOCN vs DLR
+50.9%
+15.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.5% | -10.3% | -11.8% |
| 7D | -29.3% | -4.5% | -24.8% | -26.6% |
| 30D | -46.0% | -5.4% | -40.6% | -43.3% |
| 3M | -43.2% | -9.8% | -33.4% | -38.1% |
| 6M | -53.7% | -10.0% | -43.7% | -50.2% |
| YTD | +46.9% | +15.2% | +31.7% | +30.6% |
| 1Y | +54.3% | +7.9% | +46.4% | +44.2% |
| 3Y | +185.5% | +43.8% | +141.7% | +105.5% |
| 5Y | -31.1% | +33.2% | -64.3% | -47.0% |
| All | +66.4% | +50.9% | +15.4% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling