+1.2%
DUK vs SE
-45.5%
+46.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | -0.7% | -5.2% | +4.6% | -0.9% |
| 30D | -2.4% | -17.1% | +14.6% | -3.1% |
| 3M | -3.0% | +24.0% | -27.0% | -2.0% |
| 6M | -6.6% | +21.0% | -27.5% | -5.6% |
| YTD | +4.6% | -16.7% | +21.3% | +4.2% |
| 1Y | +1.2% | -45.9% | +47.2% | -2.8% |
| All | +1.2% | -45.5% | +46.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling