+808.8%
DUK vs ITOT
+879.4%
-70.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -1.7% | -2.0% | +0.4% | -0.6% |
| 30D | -2.2% | -2.0% | -0.3% | -1.3% |
| 3M | -3.7% | +4.5% | -8.2% | -6.0% |
| 6M | -6.3% | +12.6% | -19.0% | -12.3% |
| YTD | +4.5% | +12.0% | -7.5% | -2.0% |
| 1Y | +1.8% | +17.3% | -15.4% | -7.0% |
| 3Y | +46.8% | +75.2% | -28.4% | +5.7% |
| 5Y | +40.2% | +74.0% | -33.8% | -0.5% |
| 10Y | +129.8% | +298.6% | -168.8% | -0.7% |
| All | +808.8% | +879.4% | -70.6% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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