+737.9%
DUK vs AU
+751.1%
-13.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -1.7% | -7.0% | +5.3% | -1.2% |
| 30D | -2.2% | +7.3% | -9.5% | -2.8% |
| 3M | -3.7% | +33.2% | -36.9% | -5.7% |
| 6M | -6.3% | -0.6% | -5.7% | -6.9% |
| YTD | +4.5% | +26.2% | -21.6% | +2.0% |
| 1Y | +1.8% | +68.3% | -66.4% | -2.8% |
| 3Y | +46.8% | +592.1% | -545.3% | +25.9% |
| 5Y | +40.2% | +685.3% | -645.0% | +18.0% |
| 10Y | +129.8% | +682.5% | -552.7% | +87.3% |
| All | +737.9% | +751.1% | -13.1% | +571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling