+2,563.5%
DUK vs EMR
+4,021.7%
-1,458.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.7% | +3.1% | -2.4% | 0.0% |
| 30D | -2.0% | -3.5% | +1.5% | -1.3% |
| 3M | +0.2% | +9.8% | -9.6% | -2.5% |
| 6M | -6.9% | +10.8% | -17.7% | -10.1% |
| YTD | +6.1% | +15.9% | -9.8% | +0.9% |
| 1Y | +4.4% | +16.4% | -12.0% | -1.2% |
| 3Y | +49.1% | +62.1% | -13.0% | +26.2% |
| 5Y | +39.6% | +62.9% | -23.4% | +16.5% |
| 10Y | +125.1% | +267.8% | -142.6% | +43.1% |
| All | +2,563.5% | +4,021.7% | -1,458.1% | +668.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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