+126.0%
DUK vs EW
+120.5%
+5.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | -0.7% | -6.2% | +5.5% | +0.3% |
| 30D | -2.4% | -9.3% | +6.9% | -1.0% |
| 3M | -3.0% | -1.6% | -1.4% | -2.8% |
| 6M | -6.6% | -0.8% | -5.7% | -6.7% |
| YTD | +4.6% | -1.0% | +5.6% | +4.3% |
| 1Y | +1.2% | +8.2% | -6.9% | -0.6% |
| 3Y | +45.7% | +12.7% | +33.0% | +38.2% |
| 5Y | +40.3% | -30.2% | +70.5% | +43.8% |
| All | +126.0% | +120.5% | +5.6% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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