+1,233.8%
DUK vs SAP
+2,194.5%
-960.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -2.0% | +2.6% | -4.6% | -2.4% |
| 3M | +0.2% | +16.3% | -16.0% | -1.7% |
| 6M | -6.9% | +6.4% | -13.3% | -8.0% |
| YTD | +6.1% | -11.4% | +17.6% | +6.7% |
| 1Y | +4.4% | -20.4% | +24.8% | +6.2% |
| 3Y | +49.1% | +56.5% | -7.4% | +38.7% |
| 5Y | +39.6% | +56.8% | -17.2% | +28.7% |
| 10Y | +125.1% | +176.2% | -51.1% | +91.8% |
| All | +1,233.8% | +2,194.5% | -960.7% | +815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling