+423.2%
DUK vs BIL
+31.3%
+391.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | +1.9% | +0.1% | +1.9% | +2.1% |
| 30D | +8.9% | +0.3% | +8.5% | +9.6% |
| 3M | +5.6% | +1.0% | +4.6% | +7.4% |
| 6M | +7.0% | +1.9% | +5.1% | +10.7% |
| YTD | +14.0% | +3.2% | +10.9% | +20.8% |
| 1Y | +9.1% | +3.7% | +5.4% | +16.7% |
| 3Y | +67.6% | +13.8% | +53.7% | +116.3% |
| 5Y | +56.6% | +20.3% | +36.3% | +128.2% |
| 10Y | +159.8% | +26.2% | +133.6% | +325.9% |
| All | +423.2% | +31.3% | +391.9% | +603.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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