+65.7%
DUK vs SIMO
+248.6%
-182.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | +0.3% |
| 7D | -0.6% | +0.9% | -1.6% | -0.5% |
| 30D | +9.4% | -25.4% | +34.8% | +8.2% |
| 3M | +5.4% | -17.8% | +23.2% | +5.1% |
| 6M | +4.9% | -29.6% | +34.5% | +4.3% |
| YTD | +12.7% | +100.3% | -87.6% | +19.2% |
| 1Y | +7.8% | +100.4% | -92.6% | +14.1% |
| All | +65.7% | +248.6% | -182.9% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling