+2,541.1%
DUK vs ES
+1,243.3%
+1,297.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | -1.7% | -2.0% | +0.3% | -0.7% |
| 3M | -0.4% | +1.7% | -2.1% | -1.3% |
| 6M | -7.2% | -3.5% | -3.7% | -5.7% |
| YTD | +5.3% | +7.9% | -2.7% | +1.0% |
| 1Y | +3.0% | +17.2% | -14.2% | -6.0% |
| 3Y | +53.1% | +29.3% | +23.8% | +30.3% |
| 5Y | +37.9% | -5.7% | +43.7% | +37.8% |
| 10Y | +124.8% | +85.2% | +39.6% | +66.1% |
| All | +2,541.1% | +1,243.3% | +1,297.9% | +870.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling