+8.3%
DUK vs B
+27.8%
-19.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +2.4% |
| 7D | +4.9% | +1.1% | +3.8% | +4.8% |
| 30D | +13.8% | +0.3% | +13.5% | +13.7% |
| 3M | +5.2% | +5.4% | -0.2% | +5.2% |
| 6M | +3.5% | +5.5% | -2.1% | +3.5% |
| YTD | +13.5% | -6.3% | +19.8% | +13.4% |
| 1Y | +8.3% | +29.4% | -21.0% | +8.0% |
| All | +8.3% | +27.8% | -19.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling