+39.6%
DUK vs ALB
-43.9%
+83.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.6% |
| 7D | -0.1% | -8.6% | +8.5% | 0.0% |
| 30D | +0.2% | -4.0% | +4.3% | +0.3% |
| 3M | -1.9% | -17.4% | +15.5% | -1.6% |
| 6M | -6.5% | -25.4% | +18.9% | -6.1% |
| YTD | +5.4% | -10.5% | +16.0% | +5.4% |
| 1Y | +3.6% | +75.8% | -72.3% | +1.6% |
| 3Y | +48.1% | -28.5% | +76.6% | +49.6% |
| 5Y | +39.6% | -45.1% | +84.7% | +42.5% |
| All | +39.6% | -43.9% | +83.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling