+2,541.1%
DUK vs RF
+1,537.4%
+1,003.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -1.7% | -3.6% | +1.9% | -1.3% |
| 3M | -0.4% | +8.1% | -8.5% | -1.4% |
| 6M | -7.2% | +11.5% | -18.7% | -8.5% |
| YTD | +5.3% | +15.6% | -10.3% | +3.3% |
| 1Y | +3.0% | +15.7% | -12.7% | +1.0% |
| 3Y | +53.1% | +86.9% | -33.8% | +40.8% |
| 5Y | +37.9% | +89.8% | -51.9% | +25.2% |
| 10Y | +124.8% | +344.7% | -219.9% | +79.7% |
| All | +2,541.1% | +1,537.4% | +1,003.7% | +1,414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling