+8.3%
DUK vs BTG
+24.4%
-16.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.7% | -6.3% | +2.4% |
| 7D | +4.9% | -0.2% | +5.1% | +4.8% |
| 30D | +13.8% | -0.8% | +14.6% | +13.8% |
| 3M | +5.2% | +31.8% | -26.6% | +4.9% |
| 6M | +3.5% | +20.4% | -17.0% | +3.2% |
| YTD | +13.5% | +14.7% | -1.3% | +13.3% |
| 1Y | +8.3% | +29.4% | -21.0% | +8.4% |
| All | +8.3% | +24.4% | -16.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling