+221.2%
DUK vs AR
-28.5%
+249.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -1.1% | +6.4% | -7.6% | -1.4% |
| 30D | +8.8% | +3.1% | +5.7% | +8.6% |
| 3M | +5.0% | +3.3% | +1.8% | +4.8% |
| 6M | +4.6% | +6.6% | -1.9% | +4.2% |
| YTD | +12.6% | +12.3% | +0.2% | +11.8% |
| 1Y | +7.4% | +12.3% | -4.9% | +6.6% |
| 3Y | +63.1% | +50.4% | +12.6% | +58.6% |
| 5Y | +54.6% | +101.0% | -46.4% | +47.4% |
| 10Y | +156.5% | +57.5% | +99.0% | +113.5% |
| All | +221.2% | -28.5% | +249.7% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling