+2,707.2%
DUK vs RF
+1,423.8%
+1,283.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +10.6% | +6.0% | +4.6% | +9.9% |
| 3M | +4.0% | -8.9% | +12.9% | +5.1% |
| 6M | +3.6% | +2.3% | +1.2% | +3.2% |
| YTD | +11.9% | +7.6% | +4.3% | +10.7% |
| 1Y | +6.7% | +21.2% | -14.5% | +4.1% |
| 3Y | +59.4% | +108.5% | -49.1% | +45.0% |
| 5Y | +52.4% | +43.2% | +9.1% | +42.8% |
| 10Y | +148.2% | +288.1% | -139.9% | +101.3% |
| All | +2,707.2% | +1,423.8% | +1,283.4% | +1,522.5% |
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