+173.2%
DUK vs RACE
+658.2%
-485.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.6% | -3.9% | +3.2% | -0.1% |
| 30D | +9.4% | +6.8% | +2.6% | +8.4% |
| 3M | +5.4% | +1.3% | +4.1% | +5.1% |
| 6M | +4.9% | +26.3% | -21.4% | +1.0% |
| YTD | +12.7% | +13.8% | -1.1% | +9.9% |
| 1Y | +7.8% | -0.5% | +8.2% | +7.2% |
| 3Y | +63.3% | +25.6% | +37.7% | +52.5% |
| 5Y | +54.2% | +67.6% | -13.4% | +34.6% |
| 10Y | +156.8% | +724.7% | -567.9% | +81.2% |
| All | +173.2% | +658.2% | -485.0% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling