+726.0%
DUK vs BLK
+12,998.0%
-12,272.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | -2.4% | -6.5% | +4.1% | -1.3% |
| 3M | -3.0% | +6.7% | -9.7% | -4.4% |
| 6M | -6.6% | +14.7% | -21.3% | -9.3% |
| YTD | +4.6% | +2.5% | +2.0% | +3.3% |
| 1Y | +1.2% | -2.8% | +4.0% | +0.9% |
| 3Y | +45.7% | +65.9% | -20.2% | +29.5% |
| 5Y | +40.3% | +33.0% | +7.3% | +28.4% |
| 10Y | +129.9% | +281.2% | -151.3% | +70.1% |
| All | +726.0% | +12,998.0% | -12,272.0% | +297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling