+1,326.2%
DUK vs ARWR
-97.0%
+1,423.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | -0.4% | +14.9% | -15.3% | -0.5% |
| 6M | -7.2% | +32.6% | -39.9% | -7.3% |
| YTD | +5.3% | +30.0% | -24.8% | +5.2% |
| 1Y | +3.0% | +208.4% | -205.4% | +2.7% |
| 3Y | +53.1% | +208.8% | -155.7% | +52.5% |
| 5Y | +37.9% | +27.8% | +10.1% | +37.6% |
| 10Y | +124.8% | +1,107.6% | -982.7% | +122.9% |
| All | +1,326.2% | -97.0% | +1,423.3% | +1,170.0% |
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 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