+1,466.5%
DUK vs ALL
+3,667.9%
-2,201.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | 0.0% | 0.0% | -0.1% | 0.0% |
| 30D | -1.7% | -1.5% | -0.2% | -1.4% |
| 3M | -0.4% | +23.6% | -24.1% | -5.5% |
| 6M | -7.2% | +22.3% | -29.6% | -11.8% |
| YTD | +5.3% | +26.5% | -21.3% | -0.9% |
| 1Y | +3.0% | +27.0% | -24.1% | -3.3% |
| 3Y | +53.1% | +149.6% | -96.5% | +21.8% |
| 5Y | +37.9% | +118.1% | -80.2% | +11.6% |
| 10Y | +124.8% | +369.0% | -244.1% | +52.4% |
| All | +1,466.5% | +3,667.9% | -2,201.4% | +603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling