+61.5%
DUK vs S
-51.7%
+113.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.9% | +2.0% | 0.0% | +2.0% |
| 30D | +8.9% | -2.7% | +11.6% | +8.9% |
| 3M | +5.6% | -6.9% | +12.4% | +5.6% |
| 6M | +7.0% | +38.1% | -31.1% | +7.4% |
| YTD | +14.0% | +48.0% | -34.0% | +14.7% |
| 1Y | +9.1% | +34.5% | -25.4% | +9.6% |
| 3Y | +67.6% | +38.3% | +29.3% | +68.0% |
| 5Y | +56.6% | -70.9% | +127.5% | +52.0% |
| All | +61.5% | -51.7% | +113.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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