+46.9%
DUK vs EXC
+20.6%
+26.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -0.1% | +0.3% | -0.4% | -0.3% |
| 30D | +0.2% | -0.9% | +1.1% | +0.8% |
| 3M | -1.9% | -2.7% | +0.8% | -0.2% |
| 6M | -6.5% | -9.4% | +2.9% | -0.9% |
| YTD | +5.4% | +3.0% | +2.4% | +3.2% |
| 1Y | +3.6% | +5.1% | -1.6% | +0.1% |
| All | +46.9% | +20.6% | +26.3% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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