+126.0%
DUK vs A
+256.4%
-130.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.5% |
| 7D | -0.7% | -2.6% | +1.9% | -0.2% |
| 30D | -2.4% | -0.9% | -1.6% | -2.4% |
| 3M | -3.0% | +13.6% | -16.6% | -5.6% |
| 6M | -6.6% | +27.8% | -34.4% | -11.8% |
| YTD | +4.6% | +8.6% | -4.1% | +2.0% |
| 1Y | +1.2% | +16.9% | -15.6% | -3.2% |
| 3Y | +45.7% | +32.9% | +12.8% | +31.0% |
| 5Y | +40.3% | -14.1% | +54.4% | +41.0% |
| All | +126.0% | +256.4% | -130.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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