+126.0%
DUK vs DTE
+137.8%
-11.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +1.0% |
| 7D | -0.7% | -2.6% | +1.9% | +1.2% |
| 30D | -2.4% | -4.4% | +2.0% | +0.8% |
| 3M | -3.0% | -8.3% | +5.3% | +3.3% |
| 6M | -6.6% | -8.1% | +1.5% | -0.8% |
| YTD | +4.6% | +4.4% | +0.1% | +1.2% |
| 1Y | +1.2% | +0.2% | +1.1% | +0.9% |
| 3Y | +45.7% | +42.6% | +3.1% | +11.5% |
| 5Y | +40.3% | +31.5% | +8.8% | +14.1% |
| All | +126.0% | +137.8% | -11.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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