+159.2%
DUK vs SIMO
+423.7%
-264.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.1% |
| 7D | -1.1% | +14.9% | -16.0% | -1.2% |
| 30D | +8.8% | -27.0% | +35.8% | +9.0% |
| 3M | +5.0% | -25.4% | +30.4% | +5.1% |
| 6M | +4.6% | -30.3% | +34.9% | +4.5% |
| YTD | +12.6% | +95.8% | -83.2% | +9.5% |
| 1Y | +7.4% | +100.0% | -92.6% | +4.4% |
| 3Y | +63.1% | +238.3% | -175.2% | +54.0% |
| 5Y | +54.6% | +187.6% | -133.0% | +45.2% |
| All | +159.2% | +423.7% | -264.5% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling