+2,522.5%
DUK vs DE
+14,511.5%
-11,989.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | -2.2% | +9.7% | -12.0% | -3.8% |
| 3M | -3.7% | +21.4% | -25.1% | -6.8% |
| 6M | -6.3% | +15.0% | -21.4% | -8.8% |
| YTD | +4.5% | +46.4% | -41.9% | -2.2% |
| 1Y | +1.8% | +45.6% | -43.8% | -4.8% |
| 3Y | +46.8% | +76.8% | -29.9% | +31.8% |
| 5Y | +40.2% | +99.4% | -59.2% | +21.6% |
| 10Y | +129.8% | +864.6% | -734.8% | +51.3% |
| All | +2,522.5% | +14,511.5% | -11,989.0% | +1,021.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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