+2,563.5%
DUK vs EFX
+6,208.6%
-3,645.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | +0.7% | -7.8% | +8.5% | +2.1% |
| 30D | -2.0% | -5.7% | +3.7% | -1.1% |
| 3M | +0.2% | +2.5% | -2.3% | -0.6% |
| 6M | -6.9% | -16.7% | +9.8% | -4.6% |
| YTD | +6.1% | -20.2% | +26.3% | +9.1% |
| 1Y | +4.4% | -31.4% | +35.8% | +10.0% |
| 3Y | +49.1% | -10.5% | +59.6% | +46.9% |
| 5Y | +39.6% | -35.2% | +74.8% | +43.2% |
| 10Y | +125.1% | +40.2% | +85.0% | +96.3% |
| All | +2,563.5% | +6,208.6% | -3,645.1% | +1,305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling