+1,314.6%
DUK vs SAP
+2,439.3%
-1,124.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | -3.9% | +2.7% | -0.7% |
| 30D | +8.8% | +6.5% | +2.3% | +8.0% |
| 3M | +5.0% | +14.7% | -9.6% | +3.4% |
| 6M | +4.6% | +39.9% | -35.3% | +0.3% |
| YTD | +12.6% | -2.0% | +14.5% | +11.9% |
| 1Y | +7.4% | -6.0% | +13.4% | +7.2% |
| 3Y | +63.1% | +67.7% | -4.6% | +50.6% |
| 5Y | +54.6% | +78.8% | -24.2% | +40.5% |
| 10Y | +156.5% | +229.3% | -72.8% | +114.3% |
| All | +1,314.6% | +2,439.3% | -1,124.7% | +860.0% |
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