+46.9%
DUK vs SE
+178.2%
-131.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.8% |
| 7D | -0.1% | -3.6% | +3.5% | -0.2% |
| 30D | +0.2% | -5.3% | +5.6% | +0.1% |
| 3M | -1.9% | +28.1% | -30.0% | -0.9% |
| 6M | -6.5% | +20.7% | -27.2% | -5.7% |
| YTD | +5.4% | -14.8% | +20.2% | +5.3% |
| 1Y | +3.6% | -43.6% | +47.1% | +2.1% |
| All | +46.9% | +178.2% | -131.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling