+126.0%
DUK vs BB
+1.6%
+124.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -2.4% | -12.5% | +10.1% | -2.2% |
| 3M | -3.0% | -17.4% | +14.4% | -2.8% |
| 6M | -6.6% | +119.1% | -125.7% | -8.7% |
| YTD | +4.6% | +102.4% | -97.8% | +2.3% |
| 1Y | +1.2% | +98.2% | -97.0% | -1.0% |
| 3Y | +45.7% | +46.9% | -1.3% | +42.3% |
| 5Y | +40.3% | -26.4% | +66.7% | +38.5% |
| All | +126.0% | +1.6% | +124.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling