+40.2%
DUK vs BP
+139.4%
-99.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -1.7% | +5.7% | -7.4% | -2.0% |
| 30D | -2.2% | +8.1% | -10.3% | -2.7% |
| 3M | -3.7% | +8.6% | -12.3% | -4.3% |
| 6M | -6.3% | +18.1% | -24.5% | -7.4% |
| YTD | +4.5% | +37.6% | -33.1% | +2.3% |
| 1Y | +1.8% | +39.4% | -37.6% | -0.5% |
| 3Y | +46.8% | +40.1% | +6.8% | +42.9% |
| 5Y | +40.2% | +141.3% | -101.1% | +30.8% |
| All | +40.2% | +139.4% | -99.1% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling