+52.3%
DUK vs RACE
+67.1%
-14.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -0.2% | +3.9% | -4.1% | -0.5% |
| 30D | +9.8% | +7.4% | +2.4% | +9.2% |
| 3M | +3.5% | +1.6% | +1.9% | +3.3% |
| 6M | +5.0% | +23.3% | -18.3% | +3.1% |
| YTD | +12.2% | +14.7% | -2.5% | +10.6% |
| 1Y | +7.2% | +2.5% | +4.7% | +6.7% |
| 3Y | +63.0% | +28.0% | +35.1% | +54.1% |
| 5Y | +52.3% | +69.8% | -17.5% | +33.7% |
| All | +52.3% | +67.1% | -14.7% | +33.7% |
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