+45.7%
DUK vs OMC
+10.5%
+35.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.7% | -4.4% | +3.7% | -0.3% |
| 30D | -2.4% | -7.6% | +5.2% | -1.8% |
| 3M | -3.0% | +4.5% | -7.5% | -3.4% |
| 6M | -6.6% | -0.3% | -6.3% | -6.6% |
| YTD | +4.6% | -0.1% | +4.7% | +4.4% |
| 1Y | +1.2% | +4.6% | -3.4% | +0.5% |
| 3Y | +45.7% | +10.5% | +35.2% | +38.3% |
| All | +45.7% | +10.5% | +35.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling