+96.5%
DUK vs SE
+589.8%
-493.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | 0.0% | -6.1% | +6.1% | +0.1% |
| 30D | -1.7% | -2.5% | +0.8% | -1.7% |
| 3M | -0.4% | +21.7% | -22.2% | -1.1% |
| 6M | -7.2% | +27.0% | -34.2% | -8.0% |
| YTD | +5.3% | -12.1% | +17.4% | +5.4% |
| 1Y | +3.0% | -40.9% | +43.9% | +4.2% |
| 3Y | +53.1% | +191.0% | -137.9% | +44.7% |
| 5Y | +37.9% | -68.3% | +106.2% | +42.4% |
| All | +96.5% | +589.8% | -493.2% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling