+1.2%
DUK vs BAX
-0.4%
+1.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -0.7% | -7.9% | +7.2% | -0.4% |
| 30D | -2.4% | -11.7% | +9.2% | -2.0% |
| 3M | -3.0% | +16.2% | -19.2% | -4.0% |
| 6M | -6.6% | +32.0% | -38.5% | -7.9% |
| YTD | +4.6% | +24.7% | -20.2% | +2.7% |
| 1Y | +1.2% | -2.6% | +3.9% | -0.8% |
| All | +1.2% | -0.4% | +1.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling