+49.0%
DUK vs S
-56.8%
+105.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | 0.0% | -7.7% | +7.7% | -0.1% |
| 30D | -1.7% | -5.3% | +3.7% | -1.7% |
| 3M | -0.4% | +20.3% | -20.7% | -0.2% |
| 6M | -7.2% | +47.4% | -54.6% | -6.8% |
| YTD | +5.3% | +32.5% | -27.3% | +5.6% |
| 1Y | +3.0% | +9.5% | -6.6% | +3.2% |
| 3Y | +53.1% | +15.5% | +37.5% | +53.2% |
| 5Y | +37.9% | -71.2% | +109.1% | +33.9% |
| All | +49.0% | -56.8% | +105.8% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling