+162.6%
DUK vs RF
+223.4%
-60.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +1.9% | +1.9% | 0.0% | +1.6% |
| 30D | +8.9% | +7.3% | +1.5% | +7.7% |
| 3M | +5.6% | -7.9% | +13.5% | +6.9% |
| 6M | +7.0% | +10.5% | -3.5% | +5.1% |
| YTD | +14.0% | +9.6% | +4.4% | +11.9% |
| 1Y | +9.1% | +20.3% | -11.2% | +5.4% |
| 3Y | +67.6% | +119.5% | -52.0% | +43.1% |
| 5Y | +56.6% | +48.2% | +8.4% | +40.8% |
| All | +162.6% | +223.4% | -60.8% | +89.0% |
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