+448.1%
DUK vs ACWI
+330.0%
+118.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +0.3% | -2.4% | +2.7% | +1.4% |
| 30D | +10.6% | -5.2% | +15.8% | +13.2% |
| 3M | +4.0% | -4.8% | +8.9% | +6.2% |
| 6M | +3.6% | -1.3% | +4.9% | +3.7% |
| YTD | +11.9% | +8.4% | +3.5% | +6.7% |
| 1Y | +6.7% | +11.0% | -4.4% | +0.5% |
| 3Y | +59.4% | +70.6% | -11.1% | +19.8% |
| 5Y | +52.4% | +55.3% | -2.9% | +18.6% |
| 10Y | +148.2% | +223.2% | -75.0% | +31.7% |
| All | +448.1% | +330.0% | +118.2% | +130.8% |
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