+1,374.3%
DUK vs EME
+60,670.1%
-59,295.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | -2.2% | -8.4% | +6.1% | -1.2% |
| 3M | -3.7% | -3.6% | -0.1% | -3.8% |
| 6M | -6.3% | +3.6% | -9.9% | -7.6% |
| YTD | +4.5% | +22.5% | -18.0% | +0.6% |
| 1Y | +1.8% | +18.2% | -16.4% | -2.1% |
| 3Y | +46.8% | +238.4% | -191.5% | +18.6% |
| 5Y | +40.2% | +550.5% | -510.3% | +1.8% |
| 10Y | +129.8% | +1,295.3% | -1,165.5% | +45.3% |
| All | +1,374.3% | +60,670.1% | -59,295.8% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling