+2,541.1%
DUK vs ECL
+13,009.7%
-10,468.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | 0.0% | -2.6% | +2.6% | +0.8% |
| 30D | -1.7% | -2.2% | +0.5% | -1.1% |
| 3M | -0.4% | +10.1% | -10.6% | -3.5% |
| 6M | -7.2% | -5.7% | -1.5% | -5.9% |
| YTD | +5.3% | +7.0% | -1.7% | +2.6% |
| 1Y | +3.0% | +2.7% | +0.3% | +1.5% |
| 3Y | +53.1% | +57.7% | -4.7% | +31.1% |
| 5Y | +37.9% | +31.1% | +6.8% | +22.6% |
| 10Y | +124.8% | +150.9% | -26.0% | +62.6% |
| All | +2,541.1% | +13,009.7% | -10,468.5% | +772.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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