+157.7%
DUK vs P
+485.4%
-327.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.0% |
| 7D | 0.0% | +6.5% | -6.6% | -0.2% |
| 30D | -1.7% | +18.8% | -20.5% | -2.1% |
| 3M | -0.4% | +26.7% | -27.2% | -1.0% |
| 6M | -7.2% | +62.2% | -69.4% | -8.5% |
| YTD | +5.3% | +48.5% | -43.2% | +3.9% |
| 1Y | +3.0% | +26.4% | -23.4% | +1.9% |
| 3Y | +53.1% | +159.4% | -106.3% | +44.4% |
| 5Y | +37.9% | +275.8% | -237.9% | +25.6% |
| 10Y | +124.8% | +732.0% | -607.2% | +88.9% |
| All | +157.7% | +485.4% | -327.6% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling