+126.0%
DUK vs SIRI
-10.2%
+136.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.7% | +0.6% | -1.2% | -0.7% |
| 30D | -2.4% | +2.5% | -4.9% | -2.8% |
| 3M | -3.0% | +6.6% | -9.6% | -3.8% |
| 6M | -6.6% | +32.9% | -39.4% | -9.9% |
| YTD | +4.6% | +50.5% | -45.9% | -0.9% |
| 1Y | +1.2% | +28.0% | -26.7% | -2.3% |
| 3Y | +45.7% | -22.4% | +68.1% | +46.0% |
| 5Y | +40.3% | -41.3% | +81.6% | +42.5% |
| All | +126.0% | -10.2% | +136.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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