+478.7%
DUK vs ELV
+2,378.1%
-1,899.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | -1.9% | -6.1% | +4.2% | -0.9% |
| 6M | -6.5% | +42.8% | -49.3% | -14.1% |
| YTD | +5.4% | +14.4% | -8.9% | +1.1% |
| 1Y | +3.6% | +28.6% | -25.1% | -3.6% |
| 3Y | +48.1% | -7.4% | +55.5% | +45.9% |
| 5Y | +39.6% | +14.5% | +25.1% | +29.2% |
| 10Y | +131.8% | +257.4% | -125.6% | +62.4% |
| All | +478.7% | +2,378.1% | -1,899.4% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling