+121.6%
DUK vs REPL
+37.4%
+84.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | -1.1% | +9.8% | -10.9% | -1.3% |
| 30D | +8.8% | +81.5% | -72.7% | +7.8% |
| 3M | +5.0% | +44.2% | -39.2% | +4.4% |
| 6M | +4.6% | +437.4% | -432.8% | +0.4% |
| YTD | +12.6% | +126.1% | -113.6% | +8.6% |
| 1Y | +7.4% | +143.1% | -135.7% | +3.4% |
| 3Y | +63.1% | +97.8% | -34.8% | +47.0% |
| 5Y | +54.6% | -34.3% | +88.9% | +45.3% |
| All | +121.6% | +37.4% | +84.3% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling