+125.9%
DUK vs B
+209.1%
-83.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.6% |
| 7D | -1.7% | -5.0% | +3.4% | -1.1% |
| 30D | -2.2% | +8.7% | -11.0% | -3.3% |
| 3M | -3.7% | +17.3% | -21.0% | -5.7% |
| 6M | -6.3% | -5.0% | -1.3% | -6.4% |
| YTD | +4.5% | +1.4% | +3.1% | +3.2% |
| 1Y | +1.8% | +50.5% | -48.7% | -5.0% |
| 3Y | +46.8% | +194.4% | -147.5% | +23.1% |
| 5Y | +40.2% | +156.7% | -116.4% | +18.4% |
| All | +125.9% | +209.1% | -83.2% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling