+912.2%
BX vs DUK
+411.1%
+501.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.2% |
| 7D | -5.7% | -0.1% | -5.6% | -5.6% |
| 30D | -8.9% | +0.2% | -9.1% | -9.1% |
| 3M | +8.4% | -1.9% | +10.3% | +9.1% |
| 6M | +18.9% | -6.5% | +25.4% | +22.9% |
| YTD | -13.6% | +5.4% | -19.1% | -17.6% |
| 1Y | -22.4% | +3.6% | -26.0% | -25.3% |
| 3Y | +26.0% | +48.1% | -22.1% | -6.8% |
| 5Y | +18.8% | +39.6% | -20.8% | -10.0% |
| 10Y | +668.7% | +131.8% | +536.9% | +280.8% |
| All | +912.2% | +411.1% | +501.1% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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