+513.5%
DUK vs ET
+1,451.4%
-937.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.7% | +1.4% | -3.0% | -1.8% |
| 30D | -2.2% | +4.6% | -6.8% | -2.7% |
| 3M | -3.7% | +16.0% | -19.7% | -5.1% |
| 6M | -6.3% | +22.8% | -29.2% | -8.3% |
| YTD | +4.5% | +38.9% | -34.3% | +1.1% |
| 1Y | +1.8% | +34.1% | -32.3% | -1.2% |
| 3Y | +46.8% | +98.8% | -52.0% | +36.3% |
| 5Y | +40.2% | +246.8% | -206.6% | +22.5% |
| 10Y | +129.8% | +174.4% | -44.6% | +97.0% |
| All | +513.5% | +1,451.4% | -937.9% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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