+2,523.6%
DUK vs BRO
+25,535.4%
-23,011.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -0.7% | -7.3% | +6.7% | +0.4% |
| 30D | -2.4% | -6.9% | +4.4% | -1.5% |
| 3M | -3.0% | +10.7% | -13.7% | -4.6% |
| 6M | -6.6% | -2.7% | -3.9% | -6.5% |
| YTD | +4.6% | -16.3% | +20.9% | +6.7% |
| 1Y | +1.2% | -29.1% | +30.3% | +5.8% |
| 3Y | +45.7% | -7.8% | +53.5% | +46.0% |
| 5Y | +40.3% | +18.7% | +21.6% | +34.8% |
| 10Y | +129.9% | +291.9% | -162.0% | +92.2% |
| All | +2,523.6% | +25,535.4% | -23,011.9% | +1,851.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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