+91.1%
DASH vs DUK
+65.4%
+25.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | -4.5% | +1.9% | -6.5% | -4.3% |
| 30D | -6.8% | +8.9% | -15.7% | -5.6% |
| 3M | -20.7% | +5.6% | -26.2% | -20.1% |
| 6M | +15.1% | +7.0% | +8.1% | +16.3% |
| YTD | -24.3% | +14.0% | -38.3% | -22.6% |
| 1Y | -12.1% | +9.1% | -21.2% | -10.6% |
| 3Y | +91.1% | +67.6% | +23.5% | +81.7% |
| All | +91.1% | +65.4% | +25.7% | +81.7% |
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 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