+64.0%
DUK vs COMP
-52.0%
+115.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -2.0% |
| 7D | +0.3% | +13.4% | -13.1% | 0.0% |
| 30D | +10.6% | +11.1% | -0.5% | +10.3% |
| 3M | +4.0% | -18.8% | +22.9% | +4.4% |
| 6M | +3.6% | +10.5% | -6.9% | +3.1% |
| YTD | +11.9% | -3.4% | +15.3% | +11.5% |
| 1Y | +6.7% | +19.7% | -13.0% | +5.6% |
| 3Y | +59.4% | +381.6% | -322.2% | +49.2% |
| 5Y | +52.4% | -17.6% | +70.0% | +37.9% |
| All | +64.0% | -52.0% | +115.9% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling