+45.7%
DUK vs LOW
-10.2%
+55.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -3.7% | +3.1% | -0.1% |
| 30D | -2.4% | -8.9% | +6.4% | -1.2% |
| 3M | -3.0% | -10.4% | +7.4% | -1.5% |
| 6M | -6.6% | -19.4% | +12.8% | -4.0% |
| YTD | +4.6% | -17.1% | +21.7% | +6.8% |
| 1Y | +1.2% | -26.3% | +27.5% | +5.2% |
| 3Y | +45.7% | -9.9% | +55.6% | +42.5% |
| All | +45.7% | -10.2% | +55.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling