+246.5%
DUK vs INDA
+109.8%
+136.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -0.1% | -2.6% | +2.5% | +0.6% |
| 30D | +0.2% | -2.9% | +3.2% | +1.0% |
| 3M | -1.9% | +2.4% | -4.3% | -2.6% |
| 6M | -6.5% | -2.6% | -3.9% | -6.1% |
| YTD | +5.4% | -10.0% | +15.4% | +8.1% |
| 1Y | +3.6% | -7.7% | +11.2% | +5.4% |
| 3Y | +48.1% | +8.9% | +39.2% | +42.6% |
| 5Y | +39.6% | +6.0% | +33.6% | +34.6% |
| 10Y | +131.8% | +84.4% | +47.4% | +81.3% |
| All | +246.5% | +109.8% | +136.7% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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