+159.2%
DUK vs ES
+96.6%
+62.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -1.1% | -1.1% | -0.1% | -0.5% |
| 30D | +8.8% | +8.2% | +0.6% | +3.3% |
| 3M | +5.0% | +0.6% | +4.4% | +4.5% |
| 6M | +4.6% | +6.0% | -1.4% | +0.6% |
| YTD | +12.6% | +9.3% | +3.3% | +5.5% |
| 1Y | +7.4% | +1.1% | +6.3% | +5.0% |
| 3Y | +63.1% | +51.9% | +11.2% | +15.4% |
| 5Y | +54.6% | +6.5% | +48.1% | +41.5% |
| All | +159.2% | +96.6% | +62.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling