+126.0%
DUK vs EXEL
+375.2%
-249.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -0.7% | -4.9% | +4.2% | -0.4% |
| 30D | -2.4% | +11.4% | -13.8% | -3.0% |
| 3M | -3.0% | +4.9% | -7.9% | -3.3% |
| 6M | -6.6% | +34.4% | -41.0% | -8.1% |
| YTD | +4.6% | +28.0% | -23.5% | +3.0% |
| 1Y | +1.2% | +43.6% | -42.4% | -0.9% |
| 3Y | +45.7% | +155.2% | -109.5% | +36.9% |
| 5Y | +40.3% | +181.2% | -140.9% | +30.3% |
| All | +126.0% | +375.2% | -249.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling