+45.7%
DUK vs DD
+41.1%
+4.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.6% |
| 30D | -2.4% | -11.7% | +9.2% | -2.1% |
| 3M | -3.0% | -9.2% | +6.2% | -2.7% |
| 6M | -6.6% | -7.2% | +0.6% | -6.5% |
| YTD | +4.6% | +6.6% | -2.1% | +3.9% |
| 1Y | +1.2% | +32.0% | -30.8% | -0.6% |
| 3Y | +45.7% | +42.1% | +3.5% | +41.2% |
| All | +45.7% | +41.1% | +4.5% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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