+410.9%
DUK vs DG
+551.9%
-141.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.7% | -6.3% | +4.6% | -0.9% |
| 30D | -2.2% | +2.4% | -4.7% | -2.6% |
| 3M | -3.7% | +12.4% | -16.1% | -5.3% |
| 6M | -6.3% | -14.9% | +8.6% | -4.8% |
| YTD | +4.5% | -6.1% | +10.6% | +4.8% |
| 1Y | +1.8% | +17.9% | -16.0% | -1.3% |
| 3Y | +46.8% | +3.1% | +43.7% | +41.3% |
| 5Y | +40.2% | -38.7% | +78.9% | +45.0% |
| 10Y | +129.8% | +99.6% | +30.2% | +109.1% |
| All | +410.9% | +551.9% | -141.0% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling