+54.3%
DUK vs COMP
-47.7%
+101.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -1.7% | -13.3% | +11.7% | -1.4% |
| 3M | -0.4% | +41.1% | -41.6% | -1.3% |
| 6M | -7.2% | +17.2% | -24.4% | -7.8% |
| YTD | +5.3% | +5.2% | 0.0% | +4.8% |
| 1Y | +3.0% | +18.9% | -16.0% | +2.0% |
| 3Y | +53.1% | +215.9% | -162.8% | +45.0% |
| 5Y | +37.9% | -31.2% | +69.1% | +23.3% |
| All | +54.3% | -47.7% | +101.9% | +38.6% |
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 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