+40.2%
DUK vs DG
-39.4%
+79.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -1.7% | -6.3% | +4.6% | -1.1% |
| 30D | -2.2% | +2.4% | -4.7% | -2.5% |
| 3M | -3.7% | +12.4% | -16.1% | -4.9% |
| 6M | -6.3% | -14.9% | +8.6% | -5.2% |
| YTD | +4.5% | -6.1% | +10.6% | +4.7% |
| 1Y | +1.8% | +17.9% | -16.0% | -0.5% |
| 3Y | +46.8% | +3.1% | +43.7% | +42.3% |
| 5Y | +40.2% | -38.7% | +78.9% | +47.4% |
| All | +40.2% | -39.4% | +79.6% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling