+67.6%
DUK vs A
+64.5%
+3.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.3% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +8.9% | 0.0% | +8.9% | +8.9% |
| 3M | +5.6% | +16.7% | -11.1% | +5.5% |
| 6M | +7.0% | +54.8% | -47.9% | +6.7% |
| YTD | +14.0% | +28.8% | -14.8% | +14.1% |
| 1Y | +9.1% | +19.3% | -10.2% | +9.4% |
| 3Y | +67.6% | +65.5% | +2.0% | +61.4% |
| All | +67.6% | +64.5% | +3.1% | +61.4% |
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