+55.5%
DUK vs DOCS
-52.4%
+107.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.9% | +2.6% | -0.6% | +1.9% |
| 30D | +8.9% | +11.4% | -2.6% | +8.8% |
| 3M | +5.6% | +25.4% | -19.8% | +5.4% |
| 6M | +7.0% | +42.5% | -35.6% | +6.7% |
| YTD | +14.0% | -24.7% | +38.7% | +14.3% |
| 1Y | +9.1% | -32.9% | +42.0% | +9.4% |
| 3Y | +67.6% | +39.6% | +28.0% | +65.3% |
| All | +55.5% | -52.4% | +107.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling