+126.0%
DUK vs OMC
+34.2%
+91.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -0.7% | -4.4% | +3.7% | +0.2% |
| 30D | -2.4% | -7.6% | +5.2% | -0.9% |
| 3M | -3.0% | +4.5% | -7.5% | -4.2% |
| 6M | -6.6% | -0.3% | -6.3% | -7.0% |
| YTD | +4.6% | -0.1% | +4.7% | +3.4% |
| 1Y | +1.2% | +4.6% | -3.4% | -1.2% |
| 3Y | +45.7% | +10.5% | +35.2% | +37.4% |
| 5Y | +40.3% | +31.7% | +8.6% | +21.9% |
| All | +126.0% | +34.2% | +91.8% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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