-7.2%
DUK vs B
-4.5%
-2.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | -1.7% | +9.4% | -11.1% | -1.6% |
| 3M | -0.4% | +5.0% | -5.4% | -0.2% |
| 6M | -7.2% | -3.5% | -3.7% | -6.4% |
| All | -7.2% | -4.5% | -2.7% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling