+162.6%
DUK vs M
-7.1%
+169.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +1.9% | +7.0% | -5.1% | +1.5% |
| 30D | +8.9% | +8.9% | 0.0% | +8.3% |
| 3M | +5.6% | +4.5% | +1.1% | +5.2% |
| 6M | +7.0% | +36.2% | -29.2% | +4.9% |
| YTD | +14.0% | +15.1% | -1.1% | +12.7% |
| 1Y | +9.1% | +27.4% | -18.4% | +7.1% |
| 3Y | +67.6% | +160.1% | -92.6% | +54.0% |
| 5Y | +56.6% | -1.6% | +58.2% | +51.0% |
| All | +162.6% | -7.1% | +169.7% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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