+52.8%
DUK vs DOC
-21.4%
+74.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +0.3% | +6.5% | -6.2% | -1.5% |
| 30D | +10.6% | +9.2% | +1.5% | +7.9% |
| 3M | +4.0% | -2.5% | +6.5% | +4.6% |
| 6M | +3.6% | +7.1% | -3.5% | +1.3% |
| YTD | +11.9% | +33.0% | -21.1% | +1.7% |
| 1Y | +6.7% | +23.3% | -16.6% | -0.6% |
| 3Y | +59.4% | +44.9% | +14.5% | +36.9% |
| All | +52.8% | -21.4% | +74.2% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling