+45.6%
DUK vs A
+28.1%
+17.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -1.7% | -4.6% | +2.9% | -1.6% |
| 30D | -2.2% | -4.3% | +2.0% | -2.2% |
| 3M | -3.7% | +8.9% | -12.6% | -3.9% |
| 6M | -6.3% | +24.5% | -30.9% | -6.8% |
| YTD | +4.5% | +5.8% | -1.3% | +4.5% |
| 1Y | +1.8% | +16.2% | -14.4% | +1.3% |
| All | +45.6% | +28.1% | +17.5% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling