+40.2%
DUK vs ED
+66.8%
-26.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -0.2% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | -3.7% | 0.0% | -3.7% | -3.7% |
| 6M | -6.3% | -2.5% | -3.8% | -4.4% |
| YTD | +4.5% | +10.1% | -5.6% | -3.3% |
| 1Y | +1.8% | +13.6% | -11.8% | -8.2% |
| 3Y | +46.8% | +32.4% | +14.4% | +15.3% |
| 5Y | +40.2% | +69.9% | -29.6% | -6.0% |
| All | +40.2% | +66.8% | -26.5% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling