+78.6%
DUK vs SITM
+4,789.7%
-4,711.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | 0.0% |
| 7D | -0.7% | +3.9% | -4.5% | -0.7% |
| 30D | -2.4% | -6.6% | +4.1% | -2.4% |
| 3M | -3.0% | -11.9% | +8.9% | -2.9% |
| 6M | -6.6% | +81.1% | -87.7% | -7.7% |
| YTD | +4.6% | +80.0% | -75.4% | +3.1% |
| 1Y | +1.2% | +145.8% | -144.6% | -0.9% |
| 3Y | +45.7% | +475.9% | -430.2% | +36.4% |
| 5Y | +40.3% | +189.2% | -148.9% | +30.5% |
| All | +78.6% | +4,789.7% | -4,711.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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