+39.6%
DUK vs P
+283.1%
-243.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.9% |
| 7D | +0.7% | +7.8% | -7.1% | +1.0% |
| 30D | -2.0% | +12.3% | -14.4% | -1.6% |
| 3M | +0.2% | +37.1% | -36.9% | +1.5% |
| 6M | -6.9% | +66.1% | -73.0% | -5.0% |
| YTD | +6.1% | +50.9% | -44.8% | +8.2% |
| 1Y | +4.4% | +27.2% | -22.8% | +6.2% |
| 3Y | +49.1% | +158.7% | -109.5% | +52.8% |
| 5Y | +39.6% | +291.1% | -251.5% | +41.8% |
| All | +39.6% | +283.1% | -243.5% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling