+692.3%
DUK vs SBAC
+2,199.0%
-1,506.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.0% | +3.2% | -5.3% | -2.3% |
| 3M | +0.2% | -5.1% | +5.3% | +0.6% |
| 6M | -6.9% | -2.1% | -4.8% | -7.0% |
| YTD | +6.1% | -0.5% | +6.7% | +5.8% |
| 1Y | +4.4% | +1.1% | +3.3% | +3.9% |
| 3Y | +49.1% | -7.4% | +56.6% | +49.2% |
| 5Y | +39.6% | -44.3% | +83.9% | +45.4% |
| 10Y | +125.1% | +77.6% | +47.6% | +115.2% |
| All | +692.3% | +2,199.0% | -1,506.7% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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