+40.9%
DUK vs EME
+575.5%
-534.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | -0.7% | +3.5% | -4.2% | -0.7% |
| 30D | -2.4% | -6.3% | +3.9% | -2.4% |
| 3M | -3.0% | -3.8% | +0.8% | -2.9% |
| 6M | -6.6% | +8.5% | -15.1% | -6.8% |
| YTD | +4.6% | +27.8% | -23.3% | +3.7% |
| 1Y | +1.2% | +22.2% | -21.0% | +0.3% |
| 3Y | +45.7% | +253.5% | -207.8% | +24.5% |
| All | +40.9% | +575.5% | -534.6% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling