+55.5%
DUK vs DOCN
-29.3%
+84.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.2% |
| 7D | +1.9% | +19.1% | -17.2% | +2.2% |
| 30D | +8.9% | -21.0% | +29.9% | +8.6% |
| 3M | +5.6% | -34.7% | +40.3% | +5.2% |
| 6M | +7.0% | -45.8% | +52.7% | +6.6% |
| YTD | +14.0% | +79.4% | -65.3% | +13.8% |
| 1Y | +9.1% | +91.0% | -81.9% | +8.9% |
| 3Y | +67.6% | +237.5% | -169.9% | +65.2% |
| All | +55.5% | -29.3% | +84.8% | +48.1% |
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