+39.6%
DUK vs REPL
-53.9%
+93.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | -0.1% | -9.6% | +9.5% | -0.1% |
| 30D | +0.2% | +5.7% | -5.5% | +0.2% |
| 3M | -1.9% | +56.4% | -58.3% | -2.1% |
| 6M | -6.5% | +67.4% | -74.0% | -7.2% |
| YTD | +5.4% | +48.7% | -43.2% | +4.7% |
| 1Y | +3.6% | +148.3% | -144.7% | +1.9% |
| 3Y | +48.1% | -26.7% | +74.8% | +45.3% |
| 5Y | +39.6% | -54.1% | +93.7% | +33.1% |
| All | +39.6% | -53.9% | +93.5% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling