+2,563.5%
DUK vs BN
+14,855.3%
-12,291.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.3% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | -2.0% | -10.9% | +8.9% | +0.1% |
| 3M | +0.2% | -11.1% | +11.3% | +2.3% |
| 6M | -6.9% | -4.4% | -2.5% | -6.5% |
| YTD | +6.1% | -14.1% | +20.3% | +8.5% |
| 1Y | +4.4% | -11.1% | +15.5% | +5.7% |
| 3Y | +49.1% | +75.6% | -26.4% | +29.0% |
| 5Y | +39.6% | +35.8% | +3.8% | +24.9% |
| 10Y | +125.1% | +261.6% | -136.4% | +64.1% |
| All | +2,563.5% | +14,855.3% | -12,291.7% | +1,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling