+1,963.7%
DUK vs M
+396.5%
+1,567.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | 0.0% | +4.7% | -4.8% | -0.5% |
| 30D | -1.7% | -9.6% | +8.0% | -0.7% |
| 3M | -0.4% | +0.9% | -1.3% | -0.8% |
| 6M | -7.2% | +22.3% | -29.5% | -9.4% |
| YTD | +5.3% | +6.5% | -1.3% | +4.0% |
| 1Y | +3.0% | +38.8% | -35.8% | -1.2% |
| 3Y | +53.1% | +115.9% | -62.8% | +36.4% |
| 5Y | +37.9% | +28.6% | +9.3% | +24.4% |
| 10Y | +124.8% | -2.5% | +127.4% | +87.4% |
| All | +1,963.7% | +396.5% | +1,567.2% | +1,202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling