+2,729.0%
DUK vs ES
+1,249.3%
+1,479.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +9.4% | +6.7% | +2.7% | +5.9% |
| 3M | +5.4% | +0.3% | +5.1% | +5.3% |
| 6M | +4.9% | +7.4% | -2.5% | +1.2% |
| YTD | +12.7% | +8.4% | +4.3% | +8.0% |
| 1Y | +7.8% | +0.6% | +7.1% | +6.4% |
| 3Y | +63.3% | +50.6% | +12.7% | +29.1% |
| 5Y | +54.2% | +4.8% | +49.4% | +46.2% |
| 10Y | +156.8% | +93.1% | +63.7% | +86.1% |
| All | +2,729.0% | +1,249.3% | +1,479.6% | +936.9% |
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 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