+373.5%
DUK vs CAPR
-99.1%
+472.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | -1.7% | +139.2% | -140.9% | -1.8% |
| 3M | -0.4% | -66.4% | +65.9% | -0.4% |
| 6M | -7.2% | -63.1% | +55.9% | -7.2% |
| YTD | +5.3% | -67.4% | +72.7% | +5.3% |
| 1Y | +3.0% | +58.2% | -55.3% | +2.5% |
| 3Y | +53.1% | +42.2% | +10.9% | +51.8% |
| 5Y | +37.9% | +87.3% | -49.3% | +36.6% |
| 10Y | +124.8% | -75.3% | +200.1% | +119.8% |
| All | +373.5% | -99.1% | +472.6% | +360.3% |
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