+126.0%
DUK vs AU
+699.0%
-572.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.4% |
| 30D | -2.4% | +7.3% | -9.8% | -3.1% |
| 3M | -3.0% | +26.3% | -29.3% | -4.9% |
| 6M | -6.6% | +1.8% | -8.3% | -7.3% |
| YTD | +4.6% | +26.8% | -22.3% | +1.6% |
| 1Y | +1.2% | +66.7% | -65.5% | -4.2% |
| 3Y | +45.7% | +579.1% | -533.4% | +20.9% |
| 5Y | +40.3% | +689.3% | -649.0% | +13.7% |
| All | +126.0% | +699.0% | -572.9% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling