+131.8%
DUK vs D
+34.1%
+97.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.5% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | +0.2% | -2.1% | +2.3% | +1.7% |
| 3M | -1.9% | -0.7% | -1.1% | -1.4% |
| 6M | -6.5% | +5.6% | -12.1% | -10.3% |
| YTD | +5.4% | +14.6% | -9.1% | -4.4% |
| 1Y | +3.6% | +15.3% | -11.8% | -6.8% |
| 3Y | +48.1% | +59.1% | -11.0% | +3.5% |
| 5Y | +39.6% | +3.9% | +35.7% | +32.6% |
| 10Y | +131.8% | +38.5% | +93.3% | +71.9% |
| All | +131.8% | +34.1% | +97.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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