+2,563.5%
DUK vs DD
+959.7%
+1,603.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -2.0% | -7.4% | +5.4% | -0.7% |
| 3M | +0.2% | -6.4% | +6.6% | +1.2% |
| 6M | -6.9% | -2.5% | -4.4% | -7.0% |
| YTD | +6.1% | +10.2% | -4.1% | +3.5% |
| 1Y | +4.4% | +36.9% | -32.5% | -2.6% |
| 3Y | +49.1% | +47.0% | +2.1% | +34.8% |
| 5Y | +39.6% | +63.1% | -23.6% | +21.8% |
| 10Y | +125.1% | +68.2% | +57.0% | +84.8% |
| All | +2,563.5% | +959.7% | +1,603.8% | +1,368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling