+40.5%
DUK vs AR
+148.0%
-107.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | -2.0% | +12.6% | -14.6% | -2.6% |
| 3M | +0.2% | +10.0% | -9.8% | -0.3% |
| 6M | -6.9% | +0.6% | -7.5% | -7.1% |
| YTD | +6.1% | +13.4% | -7.3% | +5.3% |
| 1Y | +4.4% | +21.7% | -17.3% | +3.1% |
| 3Y | +49.1% | +45.8% | +3.3% | +43.3% |
| All | +40.5% | +148.0% | -107.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling