+111.3%
DUK vs IR
+288.5%
-177.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | -1.7% | -15.1% | +13.5% | +0.3% |
| 3M | -0.4% | +6.1% | -6.5% | -1.4% |
| 6M | -7.2% | -16.8% | +9.6% | -5.5% |
| YTD | +5.3% | -3.5% | +8.8% | +5.1% |
| 1Y | +3.0% | -3.5% | +6.4% | +2.7% |
| 3Y | +53.1% | +9.5% | +43.6% | +46.8% |
| 5Y | +37.9% | +45.1% | -7.2% | +24.8% |
| All | +111.3% | +288.5% | -177.2% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling