+40.9%
DUK vs BR
+8.0%
+32.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | -2.4% | -0.3% | -2.2% | -2.5% |
| 3M | -3.0% | +17.3% | -20.3% | -6.7% |
| 6M | -6.6% | -6.7% | +0.1% | -5.3% |
| YTD | +4.6% | -23.4% | +28.0% | +11.5% |
| 1Y | +1.2% | -32.7% | +33.9% | +12.0% |
| 3Y | +45.7% | -5.9% | +51.6% | +44.2% |
| All | +40.9% | +8.0% | +32.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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