+8.3%
DUK vs COMP
+23.8%
-15.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +2.6% |
| 7D | +4.9% | +9.5% | -4.6% | +5.1% |
| 30D | +13.8% | +8.1% | +5.8% | +14.1% |
| 3M | +5.2% | -16.3% | +21.5% | +4.5% |
| 6M | +3.5% | +42.2% | -38.8% | +5.3% |
| YTD | +13.5% | -5.0% | +18.5% | +13.2% |
| 1Y | +8.3% | +20.1% | -11.8% | +8.2% |
| All | +8.3% | +23.8% | -15.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling