+40.2%
DUK vs EXEL
+192.6%
-152.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | -1.7% | -2.9% | +1.2% | -1.5% |
| 30D | -2.2% | +11.9% | -14.1% | -2.9% |
| 3M | -3.7% | +9.2% | -12.9% | -4.2% |
| 6M | -6.3% | +39.1% | -45.4% | -8.2% |
| YTD | +4.5% | +31.0% | -26.5% | +2.7% |
| 1Y | +1.8% | +52.3% | -50.5% | -1.1% |
| 3Y | +46.8% | +159.7% | -112.9% | +33.4% |
| 5Y | +40.2% | +187.7% | -147.5% | +25.0% |
| All | +40.2% | +192.6% | -152.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling