+126.0%
DUK vs LOW
+233.5%
-107.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -3.7% | +3.1% | +0.2% |
| 30D | -2.4% | -8.9% | +6.4% | -0.4% |
| 3M | -3.0% | -10.4% | +7.4% | -0.7% |
| 6M | -6.6% | -19.4% | +12.8% | -2.3% |
| YTD | +4.6% | -17.1% | +21.7% | +8.4% |
| 1Y | +1.2% | -26.3% | +27.5% | +7.7% |
| 3Y | +45.7% | -9.9% | +55.6% | +45.8% |
| 5Y | +40.3% | +6.1% | +34.2% | +32.4% |
| All | +126.0% | +233.5% | -107.5% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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