-8.9%
DASH vs DUK
+75.5%
-84.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.2% |
| 7D | -4.1% | -1.1% | -2.9% | -4.1% |
| 30D | -10.6% | +8.8% | -19.4% | -10.5% |
| 3M | -18.8% | +5.0% | -23.8% | -18.7% |
| 6M | +11.2% | +4.6% | +6.6% | +11.3% |
| YTD | -23.8% | +12.6% | -36.4% | -23.8% |
| 1Y | -12.2% | +7.4% | -19.6% | -12.1% |
| 3Y | +97.3% | +63.1% | +34.2% | +90.3% |
| 5Y | -29.8% | +54.6% | -84.4% | -30.8% |
| All | -8.9% | +75.5% | -84.4% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling