+162.6%
DUK vs DOC
+21.2%
+141.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.9% | -0.9% | +2.8% | +2.3% |
| 30D | +8.9% | +7.7% | +1.1% | +5.8% |
| 3M | +5.6% | -2.0% | +7.6% | +6.2% |
| 6M | +7.0% | +5.9% | +1.1% | +4.3% |
| YTD | +14.0% | +31.8% | -17.8% | +0.8% |
| 1Y | +9.1% | +22.5% | -13.4% | -0.8% |
| 3Y | +67.6% | +54.7% | +12.8% | +34.8% |
| 5Y | +56.6% | -21.3% | +77.9% | +65.8% |
| All | +162.6% | +21.2% | +141.4% | +122.7% |
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