+2,761.7%
DUK vs EXC
+2,500.5%
+261.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.6% |
| 7D | +1.9% | +1.4% | +0.6% | +1.2% |
| 30D | +8.9% | +8.6% | +0.3% | +4.3% |
| 3M | +5.6% | +2.4% | +3.2% | +4.3% |
| 6M | +7.0% | +6.5% | +0.5% | +3.6% |
| YTD | +14.0% | +9.0% | +5.0% | +8.7% |
| 1Y | +9.1% | +4.6% | +4.5% | +6.3% |
| 3Y | +67.6% | +33.5% | +34.1% | +43.0% |
| 5Y | +56.6% | +41.4% | +15.2% | +29.3% |
| 10Y | +159.8% | +204.3% | -44.5% | +44.8% |
| All | +2,761.7% | +2,500.5% | +261.2% | +457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling