-4.5%
DASH vs DUK
+74.8%
-79.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -7.9% | +9.8% | -17.7% | -7.7% |
| 3M | -16.3% | +3.5% | -19.8% | -16.3% |
| 6M | +10.4% | +5.0% | +5.4% | +10.5% |
| YTD | -20.1% | +12.2% | -32.3% | -20.1% |
| 1Y | -11.4% | +7.2% | -18.7% | -11.3% |
| 3Y | +114.1% | +63.0% | +51.0% | +106.4% |
| 5Y | -5.8% | +52.3% | -58.1% | -7.4% |
| All | -4.5% | +74.8% | -79.3% | +2.0% |
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