+125.9%
DUK vs AR
+44.6%
+81.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -2.2% | +3.5% | -5.8% | -2.4% |
| 3M | -3.7% | +9.9% | -13.6% | -4.1% |
| 6M | -6.3% | +4.5% | -10.9% | -6.6% |
| YTD | +4.5% | +13.7% | -9.2% | +3.8% |
| 1Y | +1.8% | +19.2% | -17.4% | +0.8% |
| 3Y | +46.8% | +46.2% | +0.7% | +42.7% |
| 5Y | +40.2% | +145.9% | -105.6% | +32.2% |
| All | +125.9% | +44.6% | +81.4% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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