+40.9%
DUK vs BTG
+78.0%
-37.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | -3.8% | +3.1% | -0.4% |
| 30D | -2.4% | +3.6% | -6.1% | -2.8% |
| 3M | -3.0% | +32.0% | -35.0% | -5.4% |
| 6M | -6.6% | +3.4% | -9.9% | -7.3% |
| YTD | +4.6% | +20.8% | -16.2% | +1.6% |
| 1Y | +1.2% | +22.4% | -21.2% | -2.3% |
| 3Y | +45.7% | +91.7% | -46.0% | +31.0% |
| All | +40.9% | +78.0% | -37.1% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling