+2,541.1%
DUK vs D
+2,347.4%
+193.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | 0.0% | +1.5% | -1.5% | -1.0% |
| 30D | -1.7% | -2.6% | +0.9% | +0.1% |
| 3M | -0.4% | 0.0% | -0.5% | -0.4% |
| 6M | -7.2% | +7.4% | -14.6% | -12.3% |
| YTD | +5.3% | +15.9% | -10.6% | -5.8% |
| 1Y | +3.0% | +18.1% | -15.2% | -9.4% |
| 3Y | +53.1% | +58.4% | -5.3% | +5.9% |
| 5Y | +37.9% | +5.2% | +32.7% | +27.2% |
| 10Y | +124.8% | +35.9% | +89.0% | +68.0% |
| All | +2,541.1% | +2,347.4% | +193.7% | +157.7% |
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