+126.0%
DUK vs IDXX
+360.5%
-234.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.7% | -5.7% | +5.1% | +0.1% |
| 30D | -2.4% | -11.5% | +9.1% | -0.8% |
| 3M | -3.0% | -9.5% | +6.5% | -1.8% |
| 6M | -6.6% | -16.0% | +9.4% | -4.6% |
| YTD | +4.6% | -25.4% | +30.0% | +8.4% |
| 1Y | +1.2% | -21.8% | +23.0% | +3.9% |
| 3Y | +45.7% | +7.0% | +38.6% | +39.0% |
| 5Y | +40.3% | -26.0% | +66.3% | +40.9% |
| All | +126.0% | +360.5% | -234.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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