+5.8%
DASH vs DUK
+65.4%
-59.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.3% |
| 7D | -11.2% | +0.7% | -11.9% | -11.2% |
| 30D | -7.3% | -2.0% | -5.3% | -7.4% |
| 3M | +31.4% | +0.2% | +31.2% | +31.5% |
| 6M | +11.9% | -6.9% | +18.8% | +11.7% |
| YTD | -11.5% | +6.1% | -17.6% | -11.5% |
| 1Y | -20.0% | +4.4% | -24.4% | -20.1% |
| 3Y | +143.9% | +49.1% | +94.8% | +135.7% |
| 5Y | -0.2% | +39.6% | -39.8% | -3.5% |
| All | +5.8% | +65.4% | -59.7% | +12.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling