+55.6%
DUK vs COMP
-49.4%
+105.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +0.9% |
| 7D | +0.7% | +4.1% | -3.4% | +0.6% |
| 30D | -2.0% | -14.5% | +12.5% | -1.8% |
| 3M | +0.2% | +41.8% | -41.6% | -0.7% |
| 6M | -6.9% | +23.6% | -30.5% | -7.6% |
| YTD | +6.1% | +1.7% | +4.4% | +5.7% |
| 1Y | +4.4% | +12.6% | -8.1% | +3.6% |
| 3Y | +49.1% | +221.9% | -172.7% | +41.1% |
| 5Y | +39.6% | -28.1% | +67.7% | +25.3% |
| All | +55.6% | -49.4% | +105.0% | +39.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling