+42.2%
DUK vs AUR
-35.7%
+77.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | +0.1% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -2.4% | -6.4% | +4.0% | -2.5% |
| 3M | -3.0% | +7.7% | -10.7% | -2.9% |
| 6M | -6.6% | +44.5% | -51.0% | -6.4% |
| YTD | +4.6% | +67.4% | -62.9% | +4.7% |
| 1Y | +1.2% | +15.4% | -14.2% | +1.4% |
| 3Y | +45.7% | +94.8% | -49.2% | +43.6% |
| 5Y | +40.3% | -35.1% | +75.4% | +34.3% |
| All | +42.2% | -35.7% | +77.9% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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