+40.9%
DUK vs ELV
+25.1%
+15.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.7% | +3.2% | -3.9% | -1.1% |
| 30D | -2.4% | +5.4% | -7.8% | -3.2% |
| 3M | -3.0% | +5.4% | -8.3% | -3.9% |
| 6M | -6.6% | +45.7% | -52.3% | -11.9% |
| YTD | +4.6% | +21.2% | -16.6% | +0.9% |
| 1Y | +1.2% | +35.6% | -34.4% | -4.4% |
| 3Y | +45.7% | -2.0% | +47.7% | +44.5% |
| All | +40.9% | +25.1% | +15.9% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling