+105.8%
DUK vs REPL
-19.2%
+125.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.1% |
| 7D | -0.7% | -14.1% | +13.4% | -0.5% |
| 30D | -2.4% | -15.2% | +12.8% | -2.2% |
| 3M | -3.0% | +49.9% | -52.9% | -4.2% |
| 6M | -6.6% | +63.5% | -70.1% | -9.5% |
| YTD | +4.6% | +32.9% | -28.4% | +1.7% |
| 1Y | +1.2% | +115.0% | -113.7% | -3.8% |
| 3Y | +45.7% | -34.7% | +80.4% | +36.3% |
| 5Y | +40.3% | -59.7% | +100.0% | +32.5% |
| All | +105.8% | -19.2% | +125.1% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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