+63.6%
DDOG vs DUK
+39.2%
+24.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.9% | -0.7% | +4.6% | +3.7% |
| 30D | -8.2% | -2.4% | -5.7% | -8.7% |
| 3M | -5.6% | -3.0% | -2.6% | -6.0% |
| 6M | +73.5% | -6.6% | +80.1% | +72.2% |
| YTD | +62.7% | +4.6% | +58.1% | +63.9% |
| 1Y | +59.0% | +1.2% | +57.7% | +59.8% |
| 3Y | +117.1% | +45.7% | +71.5% | +117.2% |
| All | +63.6% | +39.2% | +24.3% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling