+45.7%
DUK vs EME
+252.2%
-206.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | +0.3% |
| 7D | -0.7% | +3.5% | -4.2% | -0.5% |
| 30D | -2.4% | -6.3% | +3.9% | -2.8% |
| 3M | -3.0% | -3.8% | +0.8% | -2.9% |
| 6M | -6.6% | +8.5% | -15.1% | -5.9% |
| YTD | +4.6% | +27.8% | -23.3% | +6.2% |
| 1Y | +1.2% | +22.2% | -21.0% | +2.8% |
| 3Y | +45.7% | +253.5% | -207.8% | +43.1% |
| All | +45.7% | +252.2% | -206.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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