+200.2%
DUK vs AR
-27.2%
+227.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | 0.0% | +2.5% | -2.5% | -0.1% |
| 30D | -1.7% | +14.8% | -16.5% | -2.2% |
| 3M | -0.4% | +6.2% | -6.7% | -0.7% |
| 6M | -7.2% | +4.3% | -11.5% | -7.5% |
| YTD | +5.3% | +14.4% | -9.1% | +4.5% |
| 1Y | +3.0% | +21.3% | -18.4% | +1.9% |
| 3Y | +53.1% | +39.8% | +13.3% | +49.3% |
| 5Y | +37.9% | +142.1% | -104.1% | +30.5% |
| 10Y | +124.8% | +52.0% | +72.8% | +87.5% |
| All | +200.2% | -27.2% | +227.5% | +153.9% |
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