-3.0%
DUK vs Q
+79.8%
-82.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | +0.2% |
| 7D | -0.7% | +4.9% | -5.6% | -0.4% |
| 30D | -2.4% | -11.0% | +8.5% | -2.9% |
| 3M | -3.0% | -15.2% | +12.2% | -3.6% |
| 6M | -6.6% | +8.8% | -15.4% | -6.5% |
| YTD | +4.6% | +55.1% | -50.5% | +5.5% |
| All | -3.0% | +79.8% | -82.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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