+126.0%
DUK vs DG
+101.8%
+24.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.7% | -6.5% | +5.8% | +0.3% |
| 30D | -2.4% | +4.2% | -6.6% | -3.1% |
| 3M | -3.0% | +9.5% | -12.5% | -4.5% |
| 6M | -6.6% | -13.1% | +6.6% | -5.0% |
| YTD | +4.6% | -4.8% | +9.4% | +4.7% |
| 1Y | +1.2% | +20.6% | -19.4% | -2.8% |
| 3Y | +45.7% | +4.9% | +40.7% | +38.6% |
| 5Y | +40.3% | -37.9% | +78.2% | +47.7% |
| All | +126.0% | +101.8% | +24.3% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling