+40.9%
DUK vs IT
-42.9%
+83.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.2% | -0.2% |
| 7D | -0.7% | -3.7% | +3.0% | -0.5% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | -3.0% | +20.7% | -23.7% | -4.4% |
| 6M | -6.6% | +12.0% | -18.5% | -7.7% |
| YTD | +4.6% | -28.8% | +33.4% | +6.6% |
| 1Y | +1.2% | -25.5% | +26.7% | +2.6% |
| 3Y | +45.7% | -48.8% | +94.4% | +50.0% |
| All | +40.9% | -42.9% | +83.9% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling