+209.1%
DUK vs ALM
+8,394.4%
-8,185.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | +0.8% |
| 7D | +0.7% | +8.4% | -7.7% | +0.7% |
| 30D | -2.0% | +34.8% | -36.9% | -2.1% |
| 3M | +0.2% | +16.2% | -16.0% | +0.1% |
| 6M | -6.9% | +2.1% | -9.0% | -7.0% |
| YTD | +6.1% | +117.0% | -110.9% | +5.8% |
| 1Y | +4.4% | +313.9% | -309.4% | +3.8% |
| 3Y | +49.1% | +2,327.9% | -2,278.8% | +47.2% |
| 5Y | +39.6% | +1,040.6% | -1,001.1% | +37.9% |
| 10Y | +125.1% | +3,219.4% | -3,094.3% | +121.2% |
| All | +209.1% | +8,394.4% | -8,185.3% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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