+39.6%
DUK vs ARWR
+25.7%
+13.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -0.1% | -3.2% | +3.1% | 0.0% |
| 30D | +0.2% | -6.5% | +6.7% | +0.4% |
| 3M | -1.9% | +12.7% | -14.6% | -2.2% |
| 6M | -6.5% | +36.2% | -42.7% | -7.3% |
| YTD | +5.4% | +24.5% | -19.0% | +4.7% |
| 1Y | +3.6% | +198.0% | -194.4% | +0.3% |
| 3Y | +48.1% | +176.4% | -128.2% | +42.1% |
| 5Y | +39.6% | +26.6% | +13.0% | +31.1% |
| All | +39.6% | +25.7% | +13.9% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling