+40.9%
DUK vs EFX
-36.2%
+77.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -0.7% | -4.5% | +3.9% | -0.1% |
| 30D | -2.4% | -6.1% | +3.6% | -1.8% |
| 3M | -3.0% | +6.2% | -9.2% | -3.9% |
| 6M | -6.6% | -11.2% | +4.7% | -5.6% |
| YTD | +4.6% | -21.4% | +26.0% | +6.9% |
| 1Y | +1.2% | -34.3% | +35.5% | +6.0% |
| 3Y | +45.7% | -12.5% | +58.2% | +42.8% |
| All | +40.9% | -36.2% | +77.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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