+109.8%
DUK vs IR
+271.9%
-162.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | -2.2% | -14.0% | +11.8% | -0.5% |
| 3M | -3.7% | +3.7% | -7.4% | -4.3% |
| 6M | -6.3% | -15.4% | +9.0% | -4.8% |
| YTD | +4.5% | -7.7% | +12.2% | +4.9% |
| 1Y | +1.8% | -8.8% | +10.6% | +2.2% |
| 3Y | +46.8% | +5.6% | +41.2% | +41.4% |
| 5Y | +40.2% | +34.3% | +5.9% | +28.2% |
| All | +109.8% | +271.9% | -162.0% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling