+97.7%
DOCN vs DLR
+59.8%
+37.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.6% | -9.7% | -9.0% |
| 7D | -20.0% | +2.8% | -22.9% | -21.8% |
| 30D | -38.8% | +2.8% | -41.6% | -39.9% |
| 3M | -34.8% | -4.0% | -30.8% | -32.5% |
| 6M | -22.8% | -5.6% | -17.2% | -20.3% |
| YTD | +74.6% | +21.9% | +52.7% | +48.0% |
| 1Y | +116.4% | +13.0% | +103.4% | +94.2% |
| 3Y | +239.3% | +52.2% | +187.1% | +133.0% |
| 5Y | -20.2% | +40.3% | -60.6% | -41.5% |
| All | +97.7% | +59.8% | +37.9% | +39.1% |
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