+39.6%
DUK vs RACE
+92.4%
-52.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | -2.0% | -1.5% | -0.5% | -2.0% |
| 3M | +0.2% | +15.5% | -15.3% | -1.0% |
| 6M | -6.9% | +17.3% | -24.2% | -8.2% |
| YTD | +6.1% | +11.1% | -5.0% | +5.0% |
| 1Y | +4.4% | -14.3% | +18.7% | +5.3% |
| 3Y | +49.1% | +40.2% | +9.0% | +39.2% |
| 5Y | +39.6% | +92.6% | -53.0% | +23.9% |
| All | +39.6% | +92.4% | -52.9% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling