+39.6%
DUK vs ALL
+115.1%
-75.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | +0.2% | -5.6% | +5.8% | +1.6% |
| 3M | -1.9% | +17.2% | -19.1% | -5.9% |
| 6M | -6.5% | +23.2% | -29.8% | -11.6% |
| YTD | +5.4% | +23.6% | -18.2% | -0.5% |
| 1Y | +3.6% | +29.2% | -25.6% | -3.6% |
| 3Y | +48.1% | +153.8% | -105.7% | +16.7% |
| 5Y | +39.6% | +116.1% | -76.5% | +11.1% |
| All | +39.6% | +115.1% | -75.6% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling