+2,761.7%
DUK vs ED
+2,513.4%
+248.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.2% |
| 7D | +1.9% | +2.1% | -0.1% | +0.3% |
| 30D | +8.9% | +10.4% | -1.5% | +0.8% |
| 3M | +5.6% | +12.5% | -7.0% | -3.8% |
| 6M | +7.0% | +14.9% | -7.9% | -4.0% |
| YTD | +14.0% | +24.8% | -10.8% | -4.1% |
| 1Y | +9.1% | +23.8% | -14.7% | -7.8% |
| 3Y | +67.6% | +51.6% | +15.9% | +20.0% |
| 5Y | +56.6% | +86.4% | -29.8% | -4.5% |
| 10Y | +159.8% | +145.4% | +14.4% | +26.1% |
| All | +2,761.7% | +2,513.4% | +248.3% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling