+415.7%
DUK vs ACWI
+356.8%
+58.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | -1.7% | +0.9% | -2.5% | -2.1% |
| 3M | -0.4% | +2.4% | -2.8% | -1.8% |
| 6M | -7.2% | +12.4% | -19.6% | -12.7% |
| YTD | +5.3% | +15.2% | -9.9% | -2.2% |
| 1Y | +3.0% | +22.7% | -19.8% | -7.4% |
| 3Y | +53.1% | +75.8% | -22.7% | +13.7% |
| 5Y | +37.9% | +67.7% | -29.8% | +3.6% |
| 10Y | +124.8% | +229.0% | -104.2% | +18.5% |
| All | +415.7% | +356.8% | +58.9% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling