+1.2%
DUK vs SIMO
+239.1%
-237.9%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | +0.3% |
| 7D | -0.7% | +11.0% | -11.7% | -0.2% |
| 30D | -2.4% | +17.9% | -20.3% | -1.7% |
| 3M | -3.0% | +3.9% | -6.9% | -2.4% |
| 6M | -6.6% | +131.0% | -137.6% | -2.1% |
| YTD | +4.6% | +209.3% | -204.8% | +11.8% |
| 1Y | +1.2% | +223.8% | -222.5% | +9.6% |
| All | +1.2% | +239.1% | -237.9% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling