+126.0%
DUK vs ETR
+296.9%
-170.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.7% | -1.8% | +1.1% | +0.5% |
| 30D | -2.4% | -1.8% | -0.7% | -1.3% |
| 3M | -3.0% | -3.6% | +0.6% | -0.8% |
| 6M | -6.6% | +2.6% | -9.2% | -8.6% |
| YTD | +4.6% | +16.0% | -11.5% | -5.8% |
| 1Y | +1.2% | +20.1% | -18.9% | -11.1% |
| 3Y | +45.7% | +143.6% | -97.9% | -24.4% |
| 5Y | +40.3% | +124.4% | -84.1% | -23.7% |
| All | +126.0% | +296.9% | -170.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling