+473.6%
DUK vs BUD
+201.1%
+272.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -1.7% | -5.7% | +4.0% | -0.5% |
| 3M | -0.4% | +3.1% | -3.6% | -1.2% |
| 6M | -7.2% | +7.9% | -15.1% | -9.0% |
| YTD | +5.3% | +27.3% | -22.1% | -0.3% |
| 1Y | +3.0% | +37.8% | -34.9% | -4.2% |
| 3Y | +53.1% | +49.8% | +3.2% | +38.5% |
| 5Y | +37.9% | +43.8% | -5.9% | +24.1% |
| 10Y | +124.8% | -22.6% | +147.5% | +118.1% |
| All | +473.6% | +201.1% | +272.5% | +314.3% |
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