+156.8%
DUK vs P
+686.0%
-529.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.2% |
| 7D | -0.6% | -4.7% | +4.1% | -0.6% |
| 30D | +9.4% | -31.4% | +40.8% | +10.1% |
| 3M | +5.4% | -2.6% | +8.1% | +5.2% |
| 6M | +4.9% | +21.9% | -17.0% | +4.0% |
| YTD | +12.7% | +58.9% | -46.2% | +10.8% |
| 1Y | +7.8% | +21.7% | -14.0% | +6.6% |
| 3Y | +63.3% | +193.3% | -130.0% | +51.7% |
| 5Y | +54.2% | +275.1% | -220.9% | +38.6% |
| 10Y | +156.8% | +655.3% | -498.5% | +111.8% |
| All | +156.8% | +686.0% | -529.2% | +111.8% |
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