+55.1%
DUK vs DOC
-22.1%
+77.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.3% | +6.2% | -2.9% | +1.6% |
| 30D | +12.5% | +6.5% | +6.0% | +10.4% |
| 3M | +6.4% | -6.2% | +12.6% | +8.2% |
| 6M | +3.7% | +25.6% | -21.8% | -3.5% |
| YTD | +13.9% | +32.1% | -18.2% | +3.7% |
| 1Y | +8.8% | +20.3% | -11.5% | +2.1% |
| 3Y | +61.3% | +42.7% | +18.6% | +39.2% |
| 5Y | +55.1% | -22.2% | +77.3% | +66.5% |
| All | +55.1% | -22.1% | +77.2% | +66.5% |
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