+125.9%
DUK vs SAP
+175.6%
-49.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -1.7% | -5.1% | +3.4% | -0.9% |
| 30D | -2.2% | -1.8% | -0.5% | -2.1% |
| 3M | -3.7% | +20.9% | -24.6% | -6.6% |
| 6M | -6.3% | +7.0% | -13.3% | -7.8% |
| YTD | +4.5% | -13.7% | +18.3% | +6.1% |
| 1Y | +1.8% | -19.6% | +21.4% | +4.4% |
| 3Y | +46.8% | +52.4% | -5.6% | +29.9% |
| 5Y | +40.2% | +54.4% | -14.2% | +21.5% |
| All | +125.9% | +175.6% | -49.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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