+80.1%
DUK vs SITM
+4,437.5%
-4,357.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.1% | +3.7% | -3.8% | -0.2% |
| 30D | +0.2% | -14.5% | +14.8% | +0.4% |
| 3M | -1.9% | -10.6% | +8.7% | -1.9% |
| 6M | -6.5% | +65.5% | -72.1% | -7.6% |
| YTD | +5.4% | +67.0% | -61.6% | +4.1% |
| 1Y | +3.6% | +138.6% | -135.1% | +1.4% |
| 3Y | +48.1% | +421.8% | -373.7% | +39.0% |
| 5Y | +39.6% | +172.4% | -132.9% | +29.7% |
| All | +80.1% | +4,437.5% | -4,357.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling