+413.1%
DUK vs CAPR
-99.0%
+512.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.3% |
| 7D | +1.9% | +5.9% | -3.9% | +1.9% |
| 30D | +8.9% | +44.6% | -35.7% | +8.8% |
| 3M | +5.6% | +126.4% | -120.8% | +5.4% |
| 6M | +7.0% | -68.6% | +75.6% | +7.0% |
| YTD | +14.0% | -67.0% | +81.0% | +14.0% |
| 1Y | +9.1% | +65.2% | -56.1% | +8.6% |
| 3Y | +67.6% | +235.6% | -168.0% | +65.9% |
| 5Y | +56.6% | +175.4% | -118.8% | +54.9% |
| 10Y | +159.8% | -65.0% | +224.8% | +153.8% |
| All | +413.1% | -99.0% | +512.1% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling