+125.9%
DUK vs ALB
+84.6%
+41.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | -1.7% | -7.6% | +5.9% | -1.1% |
| 30D | -2.2% | -5.6% | +3.4% | -1.9% |
| 3M | -3.7% | -16.8% | +13.1% | -2.6% |
| 6M | -6.3% | -26.3% | +20.0% | -4.8% |
| YTD | +4.5% | -13.2% | +17.7% | +4.5% |
| 1Y | +1.8% | +68.8% | -67.0% | -4.1% |
| 3Y | +46.8% | -30.7% | +77.5% | +47.3% |
| 5Y | +40.2% | -46.3% | +86.5% | +40.9% |
| All | +125.9% | +84.6% | +41.3% | +53.4% |
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