+45.6%
DUK vs IT
-51.9%
+97.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -1.7% | -12.7% | +11.0% | -1.5% |
| 30D | -2.2% | -8.9% | +6.6% | -2.1% |
| 3M | -3.7% | +10.1% | -13.8% | -4.1% |
| 6M | -6.3% | +7.3% | -13.6% | -6.8% |
| YTD | +4.5% | -32.4% | +36.9% | +5.2% |
| 1Y | +1.8% | -26.6% | +28.5% | +2.0% |
| All | +45.6% | -51.9% | +97.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling