+1,464.6%
DUK vs DAR
+1,762.6%
-298.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -1.7% | +12.8% | -14.5% | -2.0% |
| 3M | -0.4% | +7.4% | -7.8% | -0.7% |
| 6M | -7.2% | +22.3% | -29.5% | -7.9% |
| YTD | +5.3% | +81.1% | -75.8% | +3.3% |
| 1Y | +3.0% | +106.5% | -103.5% | +0.6% |
| 3Y | +53.1% | +5.3% | +47.8% | +51.8% |
| 5Y | +37.9% | -11.5% | +49.5% | +36.9% |
| 10Y | +124.8% | +353.3% | -228.5% | +112.8% |
| All | +1,464.6% | +1,762.6% | -298.0% | +1,357.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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