+45.7%
DUK vs BN
+70.0%
-24.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.7% | -5.2% | +4.5% | -0.4% |
| 30D | -2.4% | -14.5% | +12.0% | -1.7% |
| 3M | -3.0% | -15.0% | +12.0% | -2.2% |
| 6M | -6.6% | -5.4% | -1.1% | -6.4% |
| YTD | +4.6% | -16.4% | +21.0% | +5.4% |
| 1Y | +1.2% | -16.2% | +17.5% | +1.9% |
| 3Y | +45.7% | +67.5% | -21.9% | +29.8% |
| All | +45.7% | +70.0% | -24.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling