+793.9%
DUK vs EW
+6,974.1%
-6,180.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -1.7% | +1.0% | -2.7% | -1.8% |
| 3M | -0.4% | +2.8% | -3.2% | -0.9% |
| 6M | -7.2% | +5.5% | -12.7% | -8.2% |
| YTD | +5.3% | +5.5% | -0.2% | +4.1% |
| 1Y | +3.0% | +11.0% | -8.1% | +1.0% |
| 3Y | +53.1% | +17.7% | +35.4% | +46.0% |
| 5Y | +37.9% | -25.7% | +63.7% | +38.6% |
| 10Y | +124.8% | +132.8% | -8.0% | +89.1% |
| All | +793.9% | +6,974.1% | -6,180.2% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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