+54.2%
DUK vs M
+0.2%
+54.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -0.6% | -3.3% | +2.7% | -0.6% |
| 30D | +9.4% | +8.1% | +1.3% | +9.3% |
| 3M | +5.4% | +2.2% | +3.2% | +5.4% |
| 6M | +4.9% | +35.1% | -30.2% | +4.6% |
| YTD | +12.7% | +15.8% | -3.1% | +12.6% |
| 1Y | +7.8% | +25.8% | -18.1% | +7.5% |
| 3Y | +63.3% | +156.2% | -92.9% | +59.3% |
| 5Y | +54.2% | -2.4% | +56.6% | +52.0% |
| All | +54.2% | +0.2% | +54.1% | +52.0% |
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