+40.5%
DUK vs M
+27.6%
+12.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +0.9% |
| 7D | +0.7% | +2.4% | -1.7% | +0.7% |
| 30D | -2.0% | -11.6% | +9.6% | -2.0% |
| 3M | +0.2% | +1.6% | -1.4% | +0.2% |
| 6M | -6.9% | +25.2% | -32.1% | -7.1% |
| YTD | +6.1% | +3.8% | +2.4% | +6.1% |
| 1Y | +4.4% | +36.3% | -31.9% | +4.0% |
| 3Y | +49.1% | +116.3% | -67.2% | +46.4% |
| All | +40.5% | +27.6% | +12.9% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling