+663.9%
DUK vs DLR
+3,609.2%
-2,945.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -0.1% | +2.9% | -3.0% | -0.7% |
| 30D | +0.2% | -1.2% | +1.4% | +0.5% |
| 3M | -1.9% | +2.9% | -4.8% | -2.8% |
| 6M | -6.5% | +6.7% | -13.2% | -8.2% |
| YTD | +5.4% | +23.9% | -18.4% | 0.0% |
| 1Y | +3.6% | +18.6% | -15.1% | -1.1% |
| 3Y | +48.1% | +59.7% | -11.6% | +30.2% |
| 5Y | +39.6% | +42.1% | -2.5% | +23.8% |
| 10Y | +131.8% | +176.7% | -44.9% | +78.1% |
| All | +663.9% | +3,609.2% | -2,945.3% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling