+40.9%
DUK vs TRU
-35.6%
+76.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -0.7% | -2.7% | +2.1% | -0.5% |
| 30D | -2.4% | -2.0% | -0.4% | -2.3% |
| 3M | -3.0% | +18.4% | -21.4% | -4.0% |
| 6M | -6.6% | +8.9% | -15.4% | -7.2% |
| YTD | +4.6% | -8.9% | +13.5% | +4.8% |
| 1Y | +1.2% | -15.9% | +17.1% | +1.9% |
| 3Y | +45.7% | -1.1% | +46.8% | +42.8% |
| All | +40.9% | -35.6% | +76.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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