+125.9%
DUK vs ALL
+361.5%
-235.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -1.7% | -4.3% | +2.6% | -0.1% |
| 30D | -2.2% | -3.6% | +1.3% | -1.0% |
| 3M | -3.7% | +13.2% | -16.9% | -8.2% |
| 6M | -6.3% | +22.5% | -28.8% | -13.4% |
| YTD | +4.5% | +22.7% | -18.2% | -3.7% |
| 1Y | +1.8% | +28.3% | -26.5% | -7.9% |
| 3Y | +46.8% | +152.0% | -105.2% | +1.0% |
| 5Y | +40.2% | +115.4% | -75.2% | -0.3% |
| All | +125.9% | +361.5% | -235.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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