+2,545.7%
DUK vs LOW
+34,309.9%
-31,764.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +0.2% | -9.3% | +9.5% | +1.7% |
| 3M | -1.9% | -8.1% | +6.2% | -0.7% |
| 6M | -6.5% | -19.8% | +13.2% | -3.6% |
| YTD | +5.4% | -16.4% | +21.8% | +7.9% |
| 1Y | +3.6% | -24.7% | +28.2% | +7.6% |
| 3Y | +48.1% | -8.8% | +57.0% | +48.4% |
| 5Y | +39.6% | +7.8% | +31.8% | +35.1% |
| 10Y | +131.8% | +233.8% | -102.0% | +86.0% |
| All | +2,545.7% | +34,309.9% | -31,764.1% | +1,143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling