+40.2%
DUK vs BEN
+36.2%
+4.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -2.2% | +0.9% | -3.1% | -2.4% |
| 3M | -3.7% | +9.2% | -12.9% | -4.8% |
| 6M | -6.3% | +36.8% | -43.1% | -9.9% |
| YTD | +4.5% | +44.4% | -39.9% | -0.4% |
| 1Y | +1.8% | +45.8% | -44.0% | -3.2% |
| 3Y | +46.8% | +52.5% | -5.7% | +37.5% |
| 5Y | +40.2% | +37.7% | +2.6% | +28.5% |
| All | +40.2% | +36.2% | +4.0% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling