+162.6%
DUK vs ALB
+32.4%
+130.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +1.9% | -5.8% | +7.7% | +2.3% |
| 30D | +8.9% | -4.5% | +13.4% | +9.2% |
| 3M | +5.6% | -28.1% | +33.6% | +7.8% |
| 6M | +7.0% | -53.2% | +60.2% | +12.5% |
| YTD | +14.0% | -33.3% | +47.4% | +16.0% |
| 1Y | +9.1% | -17.4% | +26.5% | +9.0% |
| 3Y | +67.6% | -14.1% | +81.7% | +62.0% |
| 5Y | +56.6% | -64.0% | +120.6% | +64.0% |
| All | +162.6% | +32.4% | +130.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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