+2,541.1%
DUK vs B
+803.7%
+1,737.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | -1.7% | +9.4% | -11.1% | -2.1% |
| 3M | -0.4% | +5.0% | -5.4% | -0.8% |
| 6M | -7.2% | -3.5% | -3.7% | -7.3% |
| YTD | +5.3% | +4.5% | +0.8% | +4.6% |
| 1Y | +3.0% | +67.8% | -64.8% | -0.3% |
| 3Y | +53.1% | +196.7% | -143.6% | +43.6% |
| 5Y | +37.9% | +151.9% | -114.0% | +29.8% |
| 10Y | +124.8% | +202.2% | -77.3% | +108.4% |
| All | +2,541.1% | +803.7% | +1,737.4% | +2,548.5% |
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