+101.8%
DASH vs DUK
+58.6%
+43.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | -0.4% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -6.0% | +10.6% | -16.7% | -4.5% |
| 3M | -15.8% | +4.0% | -19.8% | -15.3% |
| 6M | +7.0% | +3.6% | +3.4% | +7.6% |
| YTD | -20.7% | +11.9% | -32.5% | -19.1% |
| 1Y | -8.5% | +6.7% | -15.2% | -7.3% |
| 3Y | +101.8% | +59.4% | +42.3% | +94.8% |
| All | +101.8% | +58.6% | +43.2% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling