+126.0%
DUK vs CAPR
-78.4%
+204.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -11.0% | +10.3% | -0.7% |
| 30D | -2.4% | +99.8% | -102.2% | -2.6% |
| 3M | -3.0% | -66.6% | +63.6% | -3.0% |
| 6M | -6.6% | -75.1% | +68.5% | -6.5% |
| YTD | +4.6% | -71.0% | +75.6% | +4.6% |
| 1Y | +1.2% | +30.0% | -28.7% | +0.8% |
| 3Y | +45.7% | +29.0% | +16.7% | +44.3% |
| 5Y | +40.3% | +70.8% | -30.5% | +38.6% |
| All | +126.0% | -78.4% | +204.5% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling