+126.0%
DUK vs BP
+137.7%
-11.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +5.2% | -5.9% | -1.4% |
| 30D | -2.4% | +8.7% | -11.1% | -3.7% |
| 3M | -3.0% | +9.3% | -12.3% | -4.5% |
| 6M | -6.6% | +13.6% | -20.1% | -8.7% |
| YTD | +4.6% | +37.7% | -33.1% | -1.2% |
| 1Y | +1.2% | +40.6% | -39.4% | -4.8% |
| 3Y | +45.7% | +40.3% | +5.3% | +35.7% |
| 5Y | +40.3% | +141.4% | -101.1% | +14.8% |
| All | +126.0% | +137.7% | -11.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling