+45.6%
DUK vs BB
+62.2%
-16.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.9% |
| 7D | -1.7% | -2.1% | +0.4% | -1.7% |
| 30D | -2.2% | -16.0% | +13.8% | -2.4% |
| 3M | -3.7% | -14.5% | +10.8% | -3.9% |
| 6M | -6.3% | +118.6% | -124.9% | -6.3% |
| YTD | +4.5% | +98.9% | -94.4% | +4.5% |
| 1Y | +1.8% | +99.5% | -97.7% | +1.7% |
| All | +45.6% | +62.2% | -16.5% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling