+84.4%
DUK vs DT
+97.2%
-12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +4.0% | +1.0% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | -2.0% | +2.7% | -4.7% | -2.2% |
| 3M | +0.2% | +20.0% | -19.8% | -0.9% |
| 6M | -6.9% | +28.0% | -34.9% | -8.4% |
| YTD | +6.1% | +16.0% | -9.9% | +4.9% |
| 1Y | +4.4% | +0.7% | +3.7% | +4.0% |
| 3Y | +49.1% | +6.2% | +42.9% | +46.8% |
| 5Y | +39.6% | -28.1% | +67.7% | +40.0% |
| All | +84.4% | +97.2% | -12.8% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling