+81.3%
DUK vs DOW
-15.9%
+97.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.1% | -6.0% | +5.9% | +0.9% |
| 30D | +0.2% | -2.7% | +3.0% | +0.6% |
| 3M | -1.9% | -10.5% | +8.6% | -0.3% |
| 6M | -6.5% | -12.4% | +5.9% | -5.3% |
| YTD | +5.4% | +30.0% | -24.6% | -1.1% |
| 1Y | +3.6% | +27.8% | -24.2% | -3.2% |
| 3Y | +48.1% | -34.9% | +83.1% | +57.8% |
| 5Y | +39.6% | -35.9% | +75.4% | +46.6% |
| All | +81.3% | -15.9% | +97.2% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling