+201.3%
DUK vs ALLE
+327.3%
-126.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +10.6% | +25.3% | -14.7% | +4.3% |
| 3M | +4.0% | +10.3% | -6.2% | +1.2% |
| 6M | +3.6% | +38.0% | -34.5% | -5.2% |
| YTD | +11.9% | +17.8% | -5.9% | +6.2% |
| 1Y | +6.7% | +13.6% | -6.9% | +2.2% |
| 3Y | +59.4% | +89.2% | -29.8% | +30.5% |
| 5Y | +52.4% | +51.1% | +1.3% | +30.5% |
| 10Y | +148.2% | +228.1% | -80.0% | +83.5% |
| All | +201.3% | +327.3% | -126.0% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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