+41.2%
DUK vs DOCN
+54.1%
-12.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -0.9% |
| 7D | 0.0% | +1.1% | -1.2% | 0.0% |
| 30D | -1.7% | -9.6% | +8.0% | -1.8% |
| 3M | -0.4% | -37.7% | +37.2% | -0.7% |
| 6M | -7.2% | +115.2% | -122.5% | -7.0% |
| YTD | +5.3% | +133.7% | -128.5% | +5.5% |
| 1Y | +3.0% | +250.2% | -247.2% | +3.2% |
| 3Y | +53.1% | +320.3% | -267.2% | +52.1% |
| All | +41.2% | +54.1% | -12.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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