+125.9%
DUK vs P
+684.8%
-558.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.8% |
| 7D | -1.7% | -4.1% | +2.5% | -1.6% |
| 30D | -2.2% | -14.0% | +11.7% | -2.0% |
| 3M | -3.7% | +41.4% | -45.1% | -4.6% |
| 6M | -6.3% | +54.2% | -60.5% | -7.6% |
| YTD | +4.5% | +40.4% | -35.9% | +3.3% |
| 1Y | +1.8% | +16.0% | -14.1% | +0.9% |
| 3Y | +46.8% | +140.7% | -93.8% | +38.1% |
| 5Y | +40.2% | +256.3% | -216.1% | +26.3% |
| All | +125.9% | +684.8% | -558.9% | +86.0% |
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