+64.4%
DUK vs COMP
-49.2%
+113.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.1% |
| 7D | -0.2% | +14.5% | -14.8% | -0.5% |
| 30D | +9.8% | +14.9% | -5.1% | +9.4% |
| 3M | +3.5% | -14.2% | +17.7% | +3.7% |
| 6M | +5.0% | +23.7% | -18.8% | +4.3% |
| YTD | +12.2% | +2.1% | +10.1% | +11.6% |
| 1Y | +7.2% | +26.2% | -19.0% | +6.1% |
| 3Y | +63.0% | +470.9% | -407.9% | +51.9% |
| 5Y | +52.3% | -14.0% | +66.4% | +37.6% |
| All | +64.4% | -49.2% | +113.6% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling