+159.2%
DUK vs DOC
+21.5%
+137.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | +8.8% | +6.6% | +2.2% | +6.2% |
| 3M | +5.0% | -1.1% | +6.2% | +5.3% |
| 6M | +4.6% | +4.8% | -0.2% | +2.4% |
| YTD | +12.6% | +32.1% | -19.5% | -0.6% |
| 1Y | +7.4% | +21.9% | -14.4% | -2.1% |
| 3Y | +63.1% | +51.4% | +11.7% | +32.4% |
| 5Y | +54.6% | -21.2% | +75.8% | +63.6% |
| All | +159.2% | +21.5% | +137.8% | +119.7% |
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