+54.6%
DUK vs ARWR
-38.4%
+93.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | 0.0% |
| 7D | -1.1% | -17.9% | +16.8% | -0.8% |
| 30D | +8.8% | -18.9% | +27.7% | +9.2% |
| 3M | +5.0% | -46.0% | +51.0% | +6.4% |
| 6M | +4.6% | -40.3% | +45.0% | +5.6% |
| YTD | +12.6% | -29.0% | +41.6% | +13.1% |
| 1Y | +7.4% | +13.8% | -6.4% | +6.4% |
| 3Y | +63.1% | +74.9% | -11.8% | +57.5% |
| 5Y | +54.6% | -36.2% | +90.8% | +46.7% |
| All | +54.6% | -38.4% | +93.0% | +46.7% |
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