+126.0%
DUK vs CBOE
+368.5%
-242.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.6% |
| 7D | -0.7% | -5.8% | +5.1% | +0.8% |
| 30D | -2.4% | -3.1% | +0.7% | -1.8% |
| 3M | -3.0% | -4.8% | +1.8% | -2.4% |
| 6M | -6.6% | -0.6% | -6.0% | -7.8% |
| YTD | +4.6% | +12.8% | -8.2% | -0.6% |
| 1Y | +1.2% | +19.8% | -18.5% | -5.5% |
| 3Y | +45.7% | +86.9% | -41.3% | +19.1% |
| 5Y | +40.3% | +136.5% | -96.2% | +6.0% |
| All | +126.0% | +368.5% | -242.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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