+45.7%
DUK vs AU
+577.5%
-531.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.5% |
| 30D | -2.4% | +7.3% | -9.8% | -2.9% |
| 3M | -3.0% | +26.3% | -29.3% | -4.4% |
| 6M | -6.6% | +1.8% | -8.3% | -7.0% |
| YTD | +4.6% | +26.8% | -22.3% | +2.0% |
| 1Y | +1.2% | +66.7% | -65.5% | -3.8% |
| 3Y | +45.7% | +579.1% | -533.4% | +15.8% |
| All | +45.7% | +577.5% | -531.8% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling