+1,445.3%
DUK vs ARWR
-98.4%
+1,543.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +1.9% | -17.8% | +19.8% | +2.0% |
| 30D | +8.9% | -18.1% | +27.0% | +8.9% |
| 3M | +5.6% | -44.2% | +49.7% | +5.7% |
| 6M | +7.0% | -38.6% | +45.6% | +7.1% |
| YTD | +14.0% | -28.0% | +42.1% | +14.1% |
| 1Y | +9.1% | +16.1% | -7.0% | +9.0% |
| 3Y | +67.6% | +84.0% | -16.4% | +67.1% |
| 5Y | +56.6% | -35.4% | +92.0% | +56.4% |
| 10Y | +159.8% | +1,043.1% | -883.3% | +157.7% |
| All | +1,445.3% | -98.4% | +1,543.7% | +1,277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling