+2,725.0%
DUK vs B
+664.2%
+2,060.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | -1.1% | -6.2% | +5.1% | -0.9% |
| 30D | +8.8% | -6.6% | +15.4% | +9.1% |
| 3M | +5.0% | -7.9% | +12.9% | +5.3% |
| 6M | +4.6% | -16.8% | +21.4% | +5.3% |
| YTD | +12.6% | -11.7% | +24.3% | +12.7% |
| 1Y | +7.4% | +3.5% | +3.9% | +6.6% |
| 3Y | +63.1% | +165.7% | -102.6% | +53.7% |
| 5Y | +54.6% | +108.4% | -53.8% | +46.7% |
| 10Y | +156.5% | +212.7% | -56.2% | +138.1% |
| All | +2,725.0% | +664.2% | +2,060.8% | +2,753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling