+82.3%
DUK vs QS
-46.4%
+128.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.1% |
| 7D | -0.7% | -3.6% | +3.0% | -0.7% |
| 30D | -2.4% | -17.2% | +14.8% | -2.5% |
| 3M | -3.0% | -27.0% | +24.0% | -3.1% |
| 6M | -6.6% | -24.6% | +18.0% | -6.6% |
| YTD | +4.6% | -49.3% | +53.9% | +4.4% |
| 1Y | +1.2% | -40.3% | +41.6% | +1.1% |
| 3Y | +45.7% | -23.8% | +69.5% | +45.5% |
| 5Y | +40.3% | -75.0% | +115.3% | +39.6% |
| All | +82.3% | -46.4% | +128.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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