+78.0%
DUK vs ALC
+17.1%
+60.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.2% |
| 7D | -1.7% | -7.7% | +6.0% | +0.4% |
| 30D | -2.2% | -11.7% | +9.4% | +0.9% |
| 3M | -3.7% | +0.7% | -4.4% | -4.1% |
| 6M | -6.3% | -17.1% | +10.7% | -2.2% |
| YTD | +4.5% | -15.1% | +19.7% | +8.2% |
| 1Y | +1.8% | -14.1% | +15.9% | +4.8% |
| 3Y | +46.8% | -18.2% | +65.0% | +49.5% |
| 5Y | +40.2% | -19.2% | +59.4% | +40.5% |
| All | +78.0% | +17.1% | +60.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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