+7.9%
DUK vs COMP
+25.5%
-17.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.4% |
| 7D | -0.2% | +14.5% | -14.8% | +0.2% |
| 30D | +9.8% | +14.9% | -5.1% | +10.3% |
| 3M | +3.5% | -14.2% | +17.7% | +2.9% |
| 6M | +5.0% | +23.7% | -18.8% | +5.9% |
| YTD | +12.2% | +2.1% | +10.1% | +12.2% |
| All | +7.9% | +25.5% | -17.6% | +7.4% |
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