+46.9%
DUK vs BP
+37.6%
+9.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | -0.1% | +4.0% | -4.1% | -0.3% |
| 30D | +0.2% | +7.8% | -7.6% | -0.1% |
| 3M | -1.9% | +8.4% | -10.3% | -2.3% |
| 6M | -6.5% | +15.1% | -21.6% | -7.1% |
| YTD | +5.4% | +36.4% | -31.0% | +4.0% |
| 1Y | +3.6% | +40.9% | -37.3% | +2.0% |
| All | +46.9% | +37.6% | +9.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling