+45.7%
DUK vs EWT
+198.4%
-152.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.2% |
| 7D | -0.7% | -1.1% | +0.5% | -0.7% |
| 30D | -2.4% | +4.5% | -6.9% | -2.1% |
| 3M | -3.0% | +8.3% | -11.3% | -2.3% |
| 6M | -6.6% | +54.2% | -60.8% | -4.2% |
| YTD | +4.6% | +74.6% | -70.0% | +7.8% |
| 1Y | +1.2% | +84.9% | -83.7% | +4.7% |
| 3Y | +45.7% | +197.5% | -151.9% | +37.9% |
| All | +45.7% | +198.4% | -152.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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