+111.7%
DUK vs SEI
+647.2%
-535.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -0.8% |
| 7D | -0.1% | +28.2% | -28.3% | -0.9% |
| 30D | +0.2% | +15.5% | -15.2% | -0.3% |
| 3M | -1.9% | -1.4% | -0.5% | -2.1% |
| 6M | -6.5% | +37.4% | -43.9% | -8.2% |
| YTD | +5.4% | +47.8% | -42.4% | +3.1% |
| 1Y | +3.6% | +174.3% | -170.7% | -2.0% |
| 3Y | +48.1% | +598.5% | -550.4% | +26.5% |
| 5Y | +39.6% | +1,026.2% | -986.6% | +12.0% |
| All | +111.7% | +647.2% | -535.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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