+8.3%
DUK vs DG
+45.3%
-36.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.5% | -6.1% | +1.7% |
| 7D | +4.9% | +12.3% | -7.4% | +3.9% |
| 30D | +13.8% | +19.3% | -5.5% | +12.5% |
| 3M | +5.2% | +11.9% | -6.7% | +4.3% |
| 6M | +3.5% | +25.0% | -21.5% | +2.1% |
| YTD | +13.5% | +8.7% | +4.7% | +12.3% |
| 1Y | +8.3% | +44.7% | -36.4% | +5.7% |
| All | +8.3% | +45.3% | -36.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling