+654.3%
DUK vs EWT
+573.9%
+80.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -2.2% | +4.8% | -7.0% | -3.2% |
| 3M | -3.7% | +11.1% | -14.8% | -6.2% |
| 6M | -6.3% | +54.6% | -61.0% | -15.2% |
| YTD | +4.5% | +71.4% | -66.9% | -7.5% |
| 1Y | +1.8% | +82.1% | -80.3% | -11.3% |
| 3Y | +46.8% | +193.2% | -146.4% | +13.6% |
| 5Y | +40.2% | +146.1% | -105.8% | +11.8% |
| 10Y | +129.8% | +505.0% | -375.2% | +47.7% |
| All | +654.3% | +573.9% | +80.4% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling