+366.5%
DUK vs BR
+1,282.8%
-916.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.7% | -6.0% | +4.3% | -0.1% |
| 30D | -2.2% | -0.9% | -1.4% | -2.1% |
| 3M | -3.7% | +16.4% | -20.1% | -7.9% |
| 6M | -6.3% | -8.2% | +1.8% | -4.9% |
| YTD | +4.5% | -23.2% | +27.7% | +11.1% |
| 1Y | +1.8% | -30.9% | +32.7% | +11.4% |
| 3Y | +46.8% | -5.0% | +51.8% | +45.5% |
| 5Y | +40.2% | +8.8% | +31.5% | +32.0% |
| 10Y | +129.8% | +190.1% | -60.3% | +62.5% |
| All | +366.5% | +1,282.8% | -916.4% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling