+59.3%
DUK vs DOCS
-21.3%
+80.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.7% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | +10.5% | +6.3% | +4.2% | +10.5% |
| 3M | +7.3% | +26.5% | -19.2% | +7.2% |
| 6M | +5.7% | +24.8% | -19.1% | +5.6% |
| YTD | +12.9% | -26.8% | +39.7% | +13.1% |
| 1Y | +8.6% | -38.3% | +46.9% | +8.8% |
| 3Y | +63.5% | +36.0% | +27.5% | +62.1% |
| 5Y | +52.4% | -55.0% | +107.3% | +49.7% |
| All | +59.3% | -21.3% | +80.5% | +56.0% |
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