+162.6%
DUK vs D
+48.0%
+114.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +1.9% | -1.4% | +3.3% | +2.9% |
| 30D | +8.9% | +7.7% | +1.1% | +3.5% |
| 3M | +5.6% | -0.3% | +5.8% | +5.7% |
| 6M | +7.0% | +10.1% | -3.1% | -0.2% |
| YTD | +14.0% | +19.1% | -5.0% | +0.7% |
| 1Y | +9.1% | +15.9% | -6.8% | -2.0% |
| 3Y | +67.6% | +75.0% | -7.4% | +10.2% |
| 5Y | +56.6% | +13.4% | +43.2% | +40.0% |
| All | +162.6% | +48.0% | +114.6% | +85.1% |
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