+1.2%
DUK vs BEN
+45.3%
-44.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.8% |
| 30D | -2.4% | +0.2% | -2.6% | -2.4% |
| 3M | -3.0% | +6.8% | -9.8% | -2.7% |
| 6M | -6.6% | +38.1% | -44.7% | -5.5% |
| YTD | +4.6% | +44.3% | -39.8% | +5.0% |
| 1Y | +1.2% | +42.6% | -41.3% | +2.3% |
| All | +1.2% | +45.3% | -44.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling