+131.8%
DUK vs ACWI
+226.5%
-94.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +0.2% | -0.6% | +0.8% | +0.5% |
| 3M | -1.9% | +4.3% | -6.1% | -4.0% |
| 6M | -6.5% | +12.7% | -19.2% | -12.2% |
| YTD | +5.4% | +13.9% | -8.5% | -1.7% |
| 1Y | +3.6% | +20.5% | -17.0% | -6.4% |
| 3Y | +48.1% | +76.5% | -28.4% | +6.6% |
| 5Y | +39.6% | +67.5% | -27.9% | +2.2% |
| 10Y | +131.8% | +231.8% | -100.0% | +0.3% |
| All | +131.8% | +226.5% | -94.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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