+167.6%
DUK vs TRU
+225.6%
-58.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | -9.4% | +7.7% | -0.3% |
| 30D | -2.2% | -4.1% | +1.9% | -1.7% |
| 3M | -3.7% | +13.6% | -17.3% | -5.8% |
| 6M | -6.3% | +3.6% | -9.9% | -7.4% |
| YTD | +4.5% | -9.8% | +14.3% | +5.1% |
| 1Y | +1.8% | -13.6% | +15.5% | +2.8% |
| 3Y | +46.8% | -2.0% | +48.8% | +39.6% |
| 5Y | +40.2% | -35.8% | +76.1% | +44.3% |
| 10Y | +129.8% | +142.9% | -13.1% | +89.6% |
| All | +167.6% | +225.6% | -58.0% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling