+45.7%
DUK vs DT
+7.2%
+38.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.7% |
| 30D | -2.4% | +3.0% | -5.5% | -2.3% |
| 3M | -3.0% | +26.5% | -29.5% | -2.1% |
| 6M | -6.6% | +35.9% | -42.5% | -5.3% |
| YTD | +4.6% | +17.8% | -13.3% | +5.6% |
| 1Y | +1.2% | +4.1% | -2.8% | +2.1% |
| 3Y | +45.7% | +5.3% | +40.4% | +46.4% |
| All | +45.7% | +7.2% | +38.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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