+8.3%
DUK vs ED
+27.1%
-18.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | 0.0% |
| 7D | +4.9% | +5.4% | -0.5% | +0.6% |
| 30D | +13.8% | +16.4% | -2.5% | +1.0% |
| 3M | +5.2% | +11.9% | -6.7% | -3.8% |
| 6M | +3.5% | +11.6% | -8.1% | -5.1% |
| YTD | +13.5% | +24.1% | -10.7% | -3.2% |
| 1Y | +8.3% | +26.9% | -18.6% | -8.9% |
| All | +8.3% | +27.1% | -18.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling