+67.3%
DUK vs DOCN
+74.7%
-7.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.7% |
| 7D | +0.3% | -19.2% | +19.5% | 0.0% |
| 30D | +10.6% | -43.1% | +53.7% | +9.8% |
| 3M | +4.0% | -40.7% | +44.7% | +3.4% |
| 6M | +3.6% | -55.0% | +58.5% | +2.7% |
| YTD | +11.9% | +50.6% | -38.8% | +12.0% |
| 1Y | +6.7% | +54.0% | -47.3% | +6.8% |
| 3Y | +59.4% | +203.9% | -144.5% | +59.1% |
| 5Y | +52.4% | -29.4% | +81.7% | +47.2% |
| All | +67.3% | +74.7% | -7.4% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling