+45.7%
DUK vs ELV
-2.5%
+48.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.3% |
| 7D | -0.7% | +2.8% | -3.4% | -0.9% |
| 30D | -2.4% | +4.9% | -7.4% | -2.8% |
| 3M | -3.0% | +4.9% | -7.9% | -3.4% |
| 6M | -6.6% | +45.1% | -51.6% | -9.8% |
| YTD | +4.6% | +20.7% | -16.1% | +2.4% |
| 1Y | +1.2% | +35.0% | -33.8% | -2.4% |
| 3Y | +45.7% | -2.4% | +48.1% | +44.5% |
| All | +45.7% | -2.5% | +48.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling