-6.6%
DUK vs BLK
+13.1%
-19.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.9% |
| 30D | -2.4% | -6.5% | +4.1% | -2.8% |
| 3M | -3.0% | +6.7% | -9.7% | -2.3% |
| 6M | -6.6% | +14.7% | -21.3% | -5.1% |
| All | -6.6% | +13.1% | -19.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 6mo: compounded portfolio wealth divided by compounded BLK 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…
6mo analysis · Full analysis span regression · 6 months rolling