+61.5%
DUK vs EXE
+192.2%
-130.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | -2.0% | +6.4% | -8.4% | -2.5% |
| 3M | +0.2% | +9.2% | -9.0% | -0.5% |
| 6M | -6.9% | -7.0% | +0.1% | -6.5% |
| YTD | +6.1% | -9.5% | +15.6% | +6.7% |
| 1Y | +4.4% | +6.2% | -1.8% | +3.6% |
| 3Y | +49.1% | +20.7% | +28.4% | +45.7% |
| 5Y | +39.6% | +103.6% | -64.1% | +34.4% |
| All | +61.5% | +192.2% | -130.7% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling