+79.8%
DUK vs DOW
-17.0%
+96.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -2.4% | -3.9% | +1.5% | -1.9% |
| 3M | -3.0% | -12.7% | +9.7% | -1.0% |
| 6M | -6.6% | -13.7% | +7.1% | -5.1% |
| YTD | +4.6% | +28.4% | -23.8% | -1.8% |
| 1Y | +1.2% | +21.8% | -20.5% | -4.5% |
| 3Y | +45.7% | -35.7% | +81.4% | +55.5% |
| 5Y | +40.3% | -36.8% | +77.1% | +47.8% |
| All | +79.8% | -17.0% | +96.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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