+45.7%
DUK vs BNY
+287.0%
-241.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.3% | +0.7% | -0.6% |
| 30D | -2.4% | -0.2% | -2.3% | -2.4% |
| 3M | -3.0% | +14.9% | -17.9% | -4.3% |
| 6M | -6.6% | +40.0% | -46.5% | -10.0% |
| YTD | +4.6% | +42.0% | -37.4% | +0.2% |
| 1Y | +1.2% | +56.9% | -55.6% | -4.7% |
| 3Y | +45.7% | +289.9% | -244.2% | +2.6% |
| All | +45.7% | +287.0% | -241.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling