+40.2%
DUK vs BAX
-67.5%
+107.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -1.7% | -5.4% | +3.8% | -1.1% |
| 30D | -2.2% | -12.4% | +10.1% | -0.9% |
| 3M | -3.7% | +19.1% | -22.8% | -5.8% |
| 6M | -6.3% | +38.6% | -45.0% | -10.0% |
| YTD | +4.5% | +26.7% | -22.2% | +0.8% |
| 1Y | +1.8% | +1.0% | +0.8% | +0.7% |
| 3Y | +46.8% | -33.9% | +80.7% | +52.4% |
| 5Y | +40.2% | -67.0% | +107.3% | +65.0% |
| All | +40.2% | -67.5% | +107.7% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling