+645.3%
DUK vs EWZ
+439.1%
+206.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -0.1% | -0.1% | -0.1% | -0.1% |
| 30D | +0.2% | +8.2% | -7.9% | -1.2% |
| 3M | -1.9% | +13.3% | -15.2% | -4.3% |
| 6M | -6.5% | +3.6% | -10.1% | -7.4% |
| YTD | +5.4% | +21.0% | -15.5% | +1.3% |
| 1Y | +3.6% | +34.7% | -31.1% | -2.6% |
| 3Y | +48.1% | +48.3% | -0.2% | +35.6% |
| 5Y | +39.6% | +60.1% | -20.5% | +23.8% |
| 10Y | +131.8% | +92.6% | +39.3% | +86.2% |
| All | +645.3% | +439.1% | +206.3% | +359.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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