+55.5%
DUK vs BAH
+6.1%
+49.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.8% |
| 30D | +8.9% | +20.8% | -11.9% | +7.3% |
| 3M | +5.6% | +11.6% | -6.0% | +4.6% |
| 6M | +7.0% | +23.1% | -16.1% | +4.8% |
| YTD | +14.0% | +5.3% | +8.8% | +12.5% |
| 1Y | +9.1% | +6.1% | +3.0% | +7.4% |
| 3Y | +67.6% | -27.5% | +95.1% | +67.2% |
| All | +55.5% | +6.1% | +49.3% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling