+157.4%
DUK vs RACE
+740.2%
-582.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +10.5% | +6.6% | +3.9% | +9.4% |
| 3M | +7.3% | +2.2% | +5.1% | +6.8% |
| 6M | +5.7% | +22.4% | -16.7% | +2.0% |
| YTD | +12.9% | +13.8% | -0.9% | +9.8% |
| 1Y | +8.6% | +2.2% | +6.4% | +7.5% |
| 3Y | +63.5% | +25.6% | +37.9% | +51.3% |
| 5Y | +52.4% | +71.0% | -18.6% | +29.9% |
| 10Y | +157.4% | +739.1% | -581.7% | +64.1% |
| All | +157.4% | +740.2% | -582.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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