+341.8%
DUK vs BAH
+878.1%
-536.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +0.2% | -6.6% | +6.9% | +1.2% |
| 3M | -1.9% | -7.2% | +5.3% | -1.1% |
| 6M | -6.5% | -10.0% | +3.5% | -5.6% |
| YTD | +5.4% | -12.5% | +17.9% | +6.2% |
| 1Y | +3.6% | -27.9% | +31.5% | +7.3% |
| 3Y | +48.1% | -31.4% | +79.5% | +50.7% |
| 5Y | +39.6% | -3.2% | +42.8% | +31.8% |
| 10Y | +131.8% | +191.5% | -59.6% | +91.2% |
| All | +341.8% | +878.1% | -536.3% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling