+131.8%
DUK vs RF
+334.5%
-202.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +0.2% | -4.0% | +4.3% | +0.9% |
| 3M | -1.9% | +5.6% | -7.5% | -2.8% |
| 6M | -6.5% | +13.1% | -19.6% | -8.4% |
| YTD | +5.4% | +13.6% | -8.1% | +3.0% |
| 1Y | +3.6% | +16.0% | -12.4% | +0.7% |
| 3Y | +48.1% | +90.2% | -42.1% | +30.3% |
| 5Y | +39.6% | +87.0% | -47.4% | +20.4% |
| 10Y | +131.8% | +338.5% | -206.6% | +72.7% |
| All | +131.8% | +334.5% | -202.7% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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