+162.6%
DUK vs P
+652.0%
-489.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | +1.9% | +11.6% | -9.7% | +1.7% |
| 30D | +8.9% | -23.7% | +32.6% | +9.3% |
| 3M | +5.6% | -8.0% | +13.5% | +5.5% |
| 6M | +7.0% | +27.9% | -20.9% | +6.0% |
| YTD | +14.0% | +61.2% | -47.1% | +12.0% |
| 1Y | +9.1% | +28.6% | -19.5% | +7.7% |
| 3Y | +67.6% | +200.5% | -132.9% | +55.5% |
| 5Y | +56.6% | +282.9% | -226.3% | +40.5% |
| All | +162.6% | +652.0% | -489.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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