+59.1%
DUK vs DOCS
-19.3%
+78.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | -0.6% | -4.2% | +3.5% | -0.6% |
| 30D | +9.4% | +8.6% | +0.8% | +9.4% |
| 3M | +5.4% | +27.2% | -21.8% | +5.3% |
| 6M | +4.9% | +26.5% | -21.6% | +4.8% |
| YTD | +12.7% | -25.0% | +37.7% | +12.9% |
| 1Y | +7.8% | -37.0% | +44.8% | +8.0% |
| 3Y | +63.3% | +39.4% | +23.9% | +61.8% |
| 5Y | +54.2% | -56.7% | +110.9% | +51.5% |
| All | +59.1% | -19.3% | +78.4% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling