+55.5%
DUK vs EXC
+41.3%
+14.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.4% |
| 7D | +1.9% | +1.4% | +0.6% | +1.0% |
| 30D | +8.9% | +8.6% | +0.3% | +3.2% |
| 3M | +5.6% | +2.4% | +3.2% | +3.9% |
| 6M | +7.0% | +6.5% | +0.5% | +2.8% |
| YTD | +14.0% | +9.0% | +5.0% | +7.4% |
| 1Y | +9.1% | +4.6% | +4.5% | +5.6% |
| 3Y | +67.6% | +33.5% | +34.1% | +37.4% |
| All | +55.5% | +41.3% | +14.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling