+126.0%
DUK vs IR
+334.2%
-208.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.1% | +4.3% | -5.4% | -1.6% |
| 30D | +8.8% | +8.1% | +0.7% | +7.7% |
| 3M | +5.0% | +0.7% | +4.3% | +4.8% |
| 6M | +4.6% | +16.6% | -12.0% | +2.3% |
| YTD | +12.6% | +7.8% | +4.8% | +10.8% |
| 1Y | +7.4% | +9.9% | -2.5% | +5.4% |
| 3Y | +63.1% | +25.2% | +37.9% | +53.7% |
| 5Y | +54.6% | +46.8% | +7.8% | +40.1% |
| All | +126.0% | +334.2% | -208.1% | +75.5% |
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