+126.0%
DUK vs EXPE
+169.0%
-42.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.7% | -5.8% | +5.1% | -0.2% |
| 30D | -2.4% | -13.6% | +11.2% | -1.3% |
| 3M | -3.0% | +25.2% | -28.2% | -5.0% |
| 6M | -6.6% | +22.3% | -28.9% | -8.5% |
| YTD | +4.6% | -0.3% | +4.9% | +3.8% |
| 1Y | +1.2% | +27.8% | -26.6% | -2.3% |
| 3Y | +45.7% | +162.4% | -116.8% | +27.1% |
| 5Y | +40.3% | +95.8% | -55.5% | +22.8% |
| All | +126.0% | +169.0% | -42.9% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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