+552.5%
DUK vs SIMO
+2,312.3%
-1,759.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.1% |
| 7D | -1.1% | +14.9% | -16.0% | -1.6% |
| 30D | +8.8% | -27.0% | +35.8% | +9.7% |
| 3M | +5.0% | -25.4% | +30.4% | +5.6% |
| 6M | +4.6% | -30.3% | +34.9% | +4.9% |
| YTD | +12.6% | +95.8% | -83.2% | +7.3% |
| 1Y | +7.4% | +100.0% | -92.6% | +2.2% |
| 3Y | +63.1% | +238.3% | -175.2% | +49.9% |
| 5Y | +54.6% | +187.6% | -133.0% | +41.7% |
| 10Y | +156.5% | +422.5% | -266.1% | +122.8% |
| All | +552.5% | +2,312.3% | -1,759.8% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling