+54.6%
DUK vs SAP
+76.8%
-22.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | -3.9% | +2.7% | -0.9% |
| 30D | +8.8% | +6.5% | +2.3% | +8.4% |
| 3M | +5.0% | +14.7% | -9.6% | +4.3% |
| 6M | +4.6% | +39.9% | -35.3% | +2.5% |
| YTD | +12.6% | -2.0% | +14.5% | +12.8% |
| 1Y | +7.4% | -6.0% | +13.4% | +8.0% |
| 3Y | +63.1% | +67.7% | -4.6% | +50.1% |
| 5Y | +54.6% | +78.8% | -24.2% | +32.3% |
| All | +54.6% | +76.8% | -22.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling