+112.9%
DUK vs SE
+363.8%
-250.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +8.9% | -20.9% | +29.8% | +9.5% |
| 3M | +5.6% | -38.9% | +44.4% | +6.8% |
| 6M | +7.0% | -19.4% | +26.4% | +7.4% |
| YTD | +14.0% | -40.9% | +55.0% | +15.3% |
| 1Y | +9.1% | -46.2% | +55.3% | +10.6% |
| 3Y | +67.6% | +63.7% | +3.9% | +61.3% |
| 5Y | +56.6% | -77.9% | +134.5% | +63.0% |
| All | +112.9% | +363.8% | -250.8% | +71.4% |
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 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