+126.0%
DUK vs EL
+26.1%
+99.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.7% | -6.5% | +5.8% | +0.1% |
| 30D | -2.4% | +11.1% | -13.6% | -3.8% |
| 3M | -3.0% | +10.7% | -13.7% | -4.4% |
| 6M | -6.6% | +6.9% | -13.4% | -7.9% |
| YTD | +4.6% | -6.3% | +10.8% | +4.1% |
| 1Y | +1.2% | +13.5% | -12.2% | -2.2% |
| 3Y | +45.7% | -33.1% | +78.7% | +50.3% |
| 5Y | +40.3% | -68.8% | +109.1% | +68.8% |
| All | +126.0% | +26.1% | +99.9% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling