+2,563.5%
DUK vs OMC
+5,896.1%
-3,332.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.2% |
| 7D | +0.7% | -5.8% | +6.5% | +1.8% |
| 30D | -2.0% | -4.8% | +2.8% | -1.2% |
| 3M | +0.2% | +9.2% | -9.0% | -1.7% |
| 6M | -6.9% | -2.5% | -4.4% | -6.9% |
| YTD | +6.1% | +2.6% | +3.6% | +4.6% |
| 1Y | +4.4% | +5.9% | -1.5% | +2.1% |
| 3Y | +49.1% | +14.2% | +34.9% | +41.8% |
| 5Y | +39.6% | +33.2% | +6.3% | +26.6% |
| 10Y | +125.1% | +33.4% | +91.7% | +98.3% |
| All | +2,563.5% | +5,896.1% | -3,332.6% | +1,468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling