+55.5%
DUK vs BP
+113.6%
-58.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +1.9% | +3.8% | -1.9% | +1.7% |
| 30D | +8.9% | -5.3% | +14.2% | +9.2% |
| 3M | +5.6% | +9.3% | -3.7% | +4.9% |
| 6M | +7.0% | +7.2% | -0.2% | +6.3% |
| YTD | +14.0% | +38.0% | -24.0% | +11.4% |
| 1Y | +9.1% | +33.2% | -24.1% | +6.8% |
| 3Y | +67.6% | +50.3% | +17.3% | +61.9% |
| All | +55.5% | +113.6% | -58.1% | +45.0% |
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