+46.9%
DUK vs DRI
+54.2%
-7.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -0.1% | -4.8% | +4.7% | +0.4% |
| 30D | +0.2% | -3.9% | +4.2% | +0.6% |
| 3M | -1.9% | +5.1% | -7.0% | -2.5% |
| 6M | -6.5% | +5.5% | -12.0% | -7.2% |
| YTD | +5.4% | +16.5% | -11.0% | +3.3% |
| 1Y | +3.6% | +2.0% | +1.6% | +3.0% |
| All | +46.9% | +54.2% | -7.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling