+1,432.8%
DUK vs ALB
+2,835.3%
-1,402.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.4% |
| 7D | 0.0% | -8.1% | +8.0% | +1.0% |
| 30D | -1.7% | +6.3% | -7.9% | -2.5% |
| 3M | -0.4% | -23.6% | +23.1% | +2.4% |
| 6M | -7.2% | -24.6% | +17.4% | -5.0% |
| YTD | +5.3% | -10.3% | +15.5% | +4.9% |
| 1Y | +3.0% | +61.5% | -58.5% | -5.8% |
| 3Y | +53.1% | -34.0% | +87.0% | +51.6% |
| 5Y | +37.9% | -44.6% | +82.5% | +35.0% |
| 10Y | +124.8% | +76.1% | +48.7% | +69.3% |
| All | +1,432.8% | +2,835.3% | -1,402.5% | +626.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling