+2,523.6%
DUK vs DOC
+2,922.3%
-398.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | -2.4% | -1.3% | -1.2% | -2.2% |
| 3M | -3.0% | +0.5% | -3.5% | -3.2% |
| 6M | -6.6% | +22.7% | -29.3% | -11.5% |
| YTD | +4.6% | +31.9% | -27.3% | -2.9% |
| 1Y | +1.2% | +19.6% | -18.4% | -3.9% |
| 3Y | +45.7% | +24.1% | +21.5% | +35.6% |
| 5Y | +40.3% | -24.0% | +64.3% | +45.5% |
| 10Y | +129.9% | -1.1% | +131.0% | +119.3% |
| All | +2,523.6% | +2,922.3% | -398.7% | +1,460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling