+48.0%
DUK vs S
-57.1%
+105.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | -2.4% | -11.4% | +9.0% | -2.5% |
| 3M | -3.0% | +33.8% | -36.8% | -2.7% |
| 6M | -6.6% | +39.5% | -46.0% | -6.2% |
| YTD | +4.6% | +31.7% | -27.1% | +4.9% |
| 1Y | +1.2% | +7.0% | -5.8% | +1.5% |
| 3Y | +45.7% | +11.8% | +33.9% | +45.8% |
| 5Y | +40.3% | -69.0% | +109.3% | +36.8% |
| All | +48.0% | -57.1% | +105.1% | +48.2% |
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