+2,761.7%
DUK vs BP
+1,406.2%
+1,355.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +1.9% | +3.8% | -1.9% | +1.1% |
| 30D | +8.9% | -5.3% | +14.2% | +10.0% |
| 3M | +5.6% | +9.3% | -3.7% | +3.3% |
| 6M | +7.0% | +7.2% | -0.2% | +4.8% |
| YTD | +14.0% | +38.0% | -24.0% | +5.4% |
| 1Y | +9.1% | +33.2% | -24.1% | +1.5% |
| 3Y | +67.6% | +50.3% | +17.3% | +49.6% |
| 5Y | +56.6% | +114.1% | -57.5% | +26.0% |
| 10Y | +159.8% | +140.7% | +19.1% | +91.1% |
| All | +2,761.7% | +1,406.2% | +1,355.5% | +1,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling