+45.7%
DUK vs RUN
-39.0%
+84.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | -2.4% | -13.0% | +10.6% | -2.3% |
| 3M | -3.0% | -31.8% | +28.8% | -2.6% |
| 6M | -6.6% | -32.2% | +25.7% | -6.3% |
| YTD | +4.6% | -53.5% | +58.0% | +5.1% |
| 1Y | +1.2% | -46.5% | +47.8% | +1.4% |
| 3Y | +45.7% | -37.6% | +83.3% | +40.1% |
| All | +45.7% | -39.0% | +84.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling