+126.0%
DUK vs DLR
+177.5%
-51.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.4% | -4.3% | +1.9% | -1.2% |
| 3M | -3.0% | +3.8% | -6.8% | -4.6% |
| 6M | -6.6% | +5.8% | -12.4% | -8.8% |
| YTD | +4.6% | +23.5% | -19.0% | -2.8% |
| 1Y | +1.2% | +11.1% | -9.9% | -3.1% |
| 3Y | +45.7% | +57.9% | -12.2% | +20.1% |
| 5Y | +40.3% | +44.0% | -3.7% | +16.9% |
| All | +126.0% | +177.5% | -51.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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