+556.9%
DUK vs ICE
+2,260.0%
-1,703.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.1% | -0.9% | +0.7% | 0.0% |
| 30D | +0.2% | +4.0% | -3.7% | -0.4% |
| 3M | -1.9% | +11.0% | -12.8% | -3.7% |
| 6M | -6.5% | -5.0% | -1.6% | -5.9% |
| YTD | +5.4% | -2.7% | +8.1% | +5.4% |
| 1Y | +3.6% | -8.6% | +12.2% | +4.6% |
| 3Y | +48.1% | +41.4% | +6.8% | +38.7% |
| 5Y | +39.6% | +39.9% | -0.3% | +30.1% |
| 10Y | +131.8% | +214.9% | -83.1% | +91.4% |
| All | +556.9% | +2,260.0% | -1,703.1% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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