+521.5%
DUK vs BUD
+217.8%
+303.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +1.9% | +1.0% | +0.9% | +1.7% |
| 30D | +8.9% | +6.7% | +2.2% | +7.4% |
| 3M | +5.6% | +5.7% | -0.2% | +4.2% |
| 6M | +7.0% | +5.8% | +1.2% | +5.5% |
| YTD | +14.0% | +34.4% | -20.4% | +6.7% |
| 1Y | +9.1% | +33.3% | -24.2% | +2.2% |
| 3Y | +67.6% | +48.8% | +18.8% | +51.9% |
| 5Y | +56.6% | +52.5% | +4.1% | +39.3% |
| 10Y | +159.8% | -4.0% | +163.8% | +140.8% |
| All | +521.5% | +217.8% | +303.7% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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