+45.6%
DUK vs ESI
+73.2%
-27.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -1.0% |
| 7D | -1.7% | -2.3% | +0.6% | -1.7% |
| 30D | -2.2% | -9.0% | +6.8% | -2.5% |
| 3M | -3.7% | -13.3% | +9.6% | -4.1% |
| 6M | -6.3% | +5.3% | -11.6% | -6.6% |
| YTD | +4.5% | +37.6% | -33.1% | +4.3% |
| 1Y | +1.8% | +33.6% | -31.8% | +1.6% |
| All | +45.6% | +73.2% | -27.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling