+506.0%
DUK vs SIMO
+3,711.1%
-3,205.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.2% |
| 7D | -0.7% | +11.0% | -11.7% | -1.1% |
| 30D | -2.4% | +17.9% | -20.3% | -3.1% |
| 3M | -3.0% | +3.9% | -6.9% | -3.6% |
| 6M | -6.6% | +131.0% | -137.6% | -10.7% |
| YTD | +4.6% | +209.3% | -204.8% | -1.6% |
| 1Y | +1.2% | +223.8% | -222.5% | -5.1% |
| 3Y | +45.7% | +479.2% | -433.6% | +31.7% |
| 5Y | +40.3% | +316.0% | -275.7% | +27.6% |
| 10Y | +129.9% | +596.0% | -466.1% | +98.8% |
| All | +506.0% | +3,711.1% | -3,205.1% | +321.2% |
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