+48.5%
DUK vs DOCS
-36.0%
+84.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -1.7% | +21.8% | -23.5% | -1.7% |
| 3M | -0.4% | +27.3% | -27.7% | -0.5% |
| 6M | -7.2% | -0.3% | -6.9% | -7.2% |
| YTD | +5.3% | -40.5% | +45.7% | +5.5% |
| 1Y | +3.0% | -61.5% | +64.5% | +3.4% |
| 3Y | +53.1% | +8.2% | +44.9% | +51.8% |
| 5Y | +37.9% | -73.4% | +111.4% | +35.5% |
| All | +48.5% | -36.0% | +84.5% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling