+40.2%
DUK vs EXE
+99.3%
-59.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -2.2% | -0.8% | -1.4% | -2.2% |
| 3M | -3.7% | +10.0% | -13.7% | -4.5% |
| 6M | -6.3% | -6.3% | 0.0% | -6.0% |
| YTD | +4.5% | -10.7% | +15.2% | +5.2% |
| 1Y | +1.8% | +2.7% | -0.9% | +1.2% |
| 3Y | +46.8% | +19.1% | +27.7% | +43.2% |
| 5Y | +40.2% | +105.4% | -65.2% | +34.7% |
| All | +40.2% | +99.3% | -59.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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