+521.7%
DUK vs EXPE
+776.5%
-254.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.9% | +8.7% | +1.6% |
| 7D | +0.7% | -9.8% | +10.5% | +1.7% |
| 30D | -2.0% | -11.5% | +9.5% | -0.9% |
| 3M | +0.2% | +21.7% | -21.5% | -2.0% |
| 6M | -6.9% | +10.4% | -17.3% | -8.3% |
| YTD | +6.1% | -2.5% | +8.7% | +5.3% |
| 1Y | +4.4% | +27.3% | -22.9% | +0.3% |
| 3Y | +49.1% | +153.5% | -104.4% | +29.6% |
| 5Y | +39.6% | +91.1% | -51.5% | +21.9% |
| 10Y | +125.1% | +153.1% | -28.0% | +78.8% |
| All | +521.7% | +776.5% | -254.7% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling