+2,729.0%
DUK vs D
+2,429.9%
+299.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.2% |
| 7D | -0.6% | -2.4% | +1.8% | +1.1% |
| 30D | +9.4% | +9.0% | +0.4% | +2.9% |
| 3M | +5.4% | +1.0% | +4.5% | +4.7% |
| 6M | +4.9% | +11.0% | -6.1% | -3.1% |
| YTD | +12.7% | +19.8% | -7.0% | -1.5% |
| 1Y | +7.8% | +16.0% | -8.2% | -3.8% |
| 3Y | +63.3% | +74.4% | -11.0% | +6.0% |
| 5Y | +54.2% | +13.5% | +40.7% | +34.8% |
| 10Y | +156.8% | +48.4% | +108.5% | +79.9% |
| All | +2,729.0% | +2,429.9% | +299.0% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling