+737.4%
DUK vs BB
+266.8%
+470.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.8% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -2.0% | -12.4% | +10.3% | -1.8% |
| 3M | +0.2% | -15.3% | +15.5% | +0.4% |
| 6M | -6.9% | +128.8% | -135.7% | -9.1% |
| YTD | +6.1% | +107.7% | -101.5% | +3.8% |
| 1Y | +4.4% | +103.9% | -99.5% | +2.1% |
| 3Y | +49.1% | +72.6% | -23.5% | +45.1% |
| 5Y | +39.6% | -24.3% | +63.8% | +37.6% |
| 10Y | +125.1% | +3.1% | +122.0% | +113.8% |
| All | +737.4% | +266.8% | +470.7% | +755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling