+190.9%
DUK vs ESI
+226.4%
-35.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +0.7% | +5.4% | -4.7% | +0.4% |
| 30D | -2.0% | -4.2% | +2.2% | -1.8% |
| 3M | +0.2% | -9.6% | +9.8% | +0.6% |
| 6M | -6.9% | +18.3% | -25.2% | -8.6% |
| YTD | +6.1% | +45.8% | -39.7% | +2.4% |
| 1Y | +4.4% | +39.2% | -34.7% | +0.9% |
| 3Y | +49.1% | +86.3% | -37.1% | +39.4% |
| 5Y | +39.6% | +76.2% | -36.7% | +29.9% |
| 10Y | +125.1% | +306.8% | -181.6% | +91.9% |
| All | +190.9% | +226.4% | -35.6% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling