+117.2%
DUK vs ELF
+303.8%
-186.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.7% | -11.6% | +11.0% | -0.2% |
| 30D | -2.4% | +4.6% | -7.1% | -2.7% |
| 3M | -3.0% | +59.7% | -62.7% | -4.8% |
| 6M | -6.6% | +21.2% | -27.8% | -7.5% |
| YTD | +4.6% | +27.4% | -22.9% | +3.1% |
| 1Y | +1.2% | -29.8% | +31.0% | +1.8% |
| 3Y | +45.7% | -28.5% | +74.1% | +42.6% |
| 5Y | +40.3% | +220.0% | -179.7% | +19.1% |
| All | +117.2% | +303.8% | -186.6% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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