+157.9%
DUK vs RUN
-32.6%
+190.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.5% |
| 7D | -0.1% | -1.8% | +1.7% | 0.0% |
| 30D | +0.2% | -10.8% | +11.1% | +0.6% |
| 3M | -1.9% | -30.2% | +28.3% | -0.9% |
| 6M | -6.5% | -22.3% | +15.8% | -6.1% |
| YTD | +5.4% | -52.2% | +57.6% | +7.2% |
| 1Y | +3.6% | -45.1% | +48.7% | +4.4% |
| 3Y | +48.1% | -37.1% | +85.2% | +41.3% |
| 5Y | +39.6% | -80.3% | +119.8% | +37.1% |
| 10Y | +131.8% | +45.2% | +86.6% | +95.3% |
| All | +157.9% | -32.6% | +190.5% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling