+1,272.4%
DUK vs DRI
+7,577.6%
-6,305.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -1.7% | +3.8% | -5.5% | -2.3% |
| 3M | -0.4% | +13.0% | -13.5% | -2.5% |
| 6M | -7.2% | +8.3% | -15.6% | -8.7% |
| YTD | +5.3% | +20.6% | -15.4% | +1.8% |
| 1Y | +3.0% | +6.5% | -3.5% | +1.3% |
| 3Y | +53.1% | +53.7% | -0.6% | +40.9% |
| 5Y | +37.9% | +72.7% | -34.8% | +23.2% |
| 10Y | +124.8% | +363.2% | -238.3% | +62.0% |
| All | +1,272.4% | +7,577.6% | -6,305.2% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling