+122.9%
DUK vs DOC
-2.1%
+125.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | -1.7% | -4.8% | +3.1% | +0.1% |
| 3M | -0.4% | +6.9% | -7.3% | -3.1% |
| 6M | -7.2% | +20.7% | -28.0% | -14.7% |
| YTD | +5.3% | +34.1% | -28.9% | -7.4% |
| 1Y | +3.0% | +22.6% | -19.7% | -6.5% |
| 3Y | +53.1% | +20.8% | +32.2% | +36.8% |
| 5Y | +37.9% | -24.9% | +62.8% | +49.2% |
| All | +122.9% | -2.1% | +125.0% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling