+781.6%
DUK vs A
+442.2%
+339.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | +0.7% | -2.1% | +2.8% | +0.9% |
| 30D | -2.0% | +0.6% | -2.6% | -2.2% |
| 3M | +0.2% | +10.9% | -10.7% | -1.1% |
| 6M | -6.9% | +28.2% | -35.1% | -9.8% |
| YTD | +6.1% | +8.6% | -2.4% | +4.6% |
| 1Y | +4.4% | +15.5% | -11.1% | +2.1% |
| 3Y | +49.1% | +31.8% | +17.3% | +42.1% |
| 5Y | +39.6% | -14.9% | +54.4% | +38.7% |
| 10Y | +125.1% | +237.8% | -112.7% | +92.0% |
| All | +781.6% | +442.2% | +339.4% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling