+1.2%
DUK vs M
+34.0%
-32.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | +0.4% |
| 7D | -0.7% | -4.2% | +3.5% | -0.9% |
| 30D | -2.4% | -7.2% | +4.7% | -2.8% |
| 3M | -3.0% | -11.1% | +8.2% | -3.4% |
| 6M | -6.6% | +28.8% | -35.3% | -4.6% |
| YTD | +4.6% | +2.0% | +2.5% | +5.6% |
| 1Y | +1.2% | +31.3% | -30.0% | +3.8% |
| All | +1.2% | +34.0% | -32.8% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling