+65.4%
DUK vs ARWR
+77.5%
-12.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | -0.1% |
| 7D | -1.1% | -17.9% | +16.8% | -1.1% |
| 30D | +8.8% | -18.9% | +27.7% | +8.8% |
| 3M | +5.0% | -46.0% | +51.0% | +5.2% |
| 6M | +4.6% | -40.3% | +45.0% | +4.8% |
| YTD | +12.6% | -29.0% | +41.6% | +12.7% |
| 1Y | +7.4% | +13.8% | -6.4% | +7.2% |
| All | +65.4% | +77.5% | -12.0% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling