+126.0%
DUK vs BAH
+207.9%
-81.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.7% | +4.3% | -4.9% | -1.4% |
| 30D | -2.4% | -2.5% | 0.0% | -2.1% |
| 3M | -3.0% | -0.9% | -2.1% | -3.2% |
| 6M | -6.6% | +1.5% | -8.0% | -7.5% |
| YTD | +4.6% | -8.0% | +12.5% | +4.5% |
| 1Y | +1.2% | -24.7% | +26.0% | +4.9% |
| 3Y | +45.7% | -28.4% | +74.1% | +46.1% |
| 5Y | +40.3% | +2.8% | +37.5% | +24.7% |
| All | +126.0% | +207.9% | -81.9% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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