+1.2%
DUK vs BNY
+59.3%
-58.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.3% | +0.7% | -0.8% |
| 30D | -2.4% | -0.2% | -2.3% | -2.5% |
| 3M | -3.0% | +14.9% | -17.9% | -1.4% |
| 6M | -6.6% | +40.0% | -46.5% | -3.3% |
| YTD | +4.6% | +42.0% | -37.4% | +7.8% |
| 1Y | +1.2% | +56.9% | -55.6% | +4.7% |
| All | +1.2% | +59.3% | -58.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling