+126.0%
DUK vs DE
+863.9%
-737.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.2% |
| 30D | -2.4% | +9.0% | -11.5% | -4.1% |
| 3M | -3.0% | +19.1% | -22.1% | -6.3% |
| 6M | -6.6% | +14.4% | -20.9% | -9.3% |
| YTD | +4.6% | +45.9% | -41.4% | -3.3% |
| 1Y | +1.2% | +43.6% | -42.4% | -6.2% |
| 3Y | +45.7% | +75.9% | -30.2% | +27.9% |
| 5Y | +40.3% | +98.8% | -58.5% | +17.4% |
| All | +126.0% | +863.9% | -737.9% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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