+7.9%
DUK vs PL
+8.6%
-0.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.5% | -14.3% | +0.7% |
| 7D | -0.2% | +10.9% | -11.1% | +0.2% |
| 30D | +9.8% | -16.4% | +26.2% | +9.6% |
| 3M | +3.5% | -39.9% | +43.5% | +2.6% |
| 6M | +5.0% | -63.2% | +68.2% | +3.5% |
| YTD | +12.2% | -27.1% | +39.3% | +12.2% |
| All | +7.9% | +8.6% | -0.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling