+2,541.1%
DUK vs BAX
+900.4%
+1,640.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | -1.7% | -5.5% | +3.8% | -0.6% |
| 3M | -0.4% | +33.5% | -34.0% | -6.5% |
| 6M | -7.2% | +35.9% | -43.1% | -13.5% |
| YTD | +5.3% | +35.4% | -30.1% | -2.5% |
| 1Y | +3.0% | +9.8% | -6.8% | -1.0% |
| 3Y | +53.1% | -32.7% | +85.8% | +59.0% |
| 5Y | +37.9% | -65.6% | +103.5% | +63.5% |
| 10Y | +124.8% | -34.9% | +159.7% | +131.6% |
| All | +2,541.1% | +900.4% | +1,640.7% | +1,504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling