+39.6%
DUK vs CAPR
+76.3%
-36.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -0.7% |
| 7D | -0.1% | -12.6% | +12.5% | -0.1% |
| 30D | +0.2% | +124.4% | -124.2% | +0.3% |
| 3M | -1.9% | -66.8% | +64.9% | -2.0% |
| 6M | -6.5% | -71.8% | +65.3% | -6.7% |
| YTD | +5.4% | -70.1% | +75.5% | +5.3% |
| 1Y | +3.6% | +33.3% | -29.8% | +4.1% |
| 3Y | +48.1% | +36.7% | +11.4% | +47.2% |
| 5Y | +39.6% | +72.5% | -32.9% | +39.0% |
| All | +39.6% | +76.3% | -36.8% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling