+125.9%
DUK vs SM
+23.2%
+102.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -1.7% | +2.1% | -3.8% | -1.7% |
| 30D | -2.2% | +18.1% | -20.4% | -2.5% |
| 3M | -3.7% | +17.0% | -20.7% | -4.0% |
| 6M | -6.3% | +55.4% | -61.8% | -7.2% |
| YTD | +4.5% | +108.6% | -104.0% | +3.0% |
| 1Y | +1.8% | +45.7% | -43.8% | +0.9% |
| 3Y | +46.8% | -0.3% | +47.2% | +45.9% |
| 5Y | +40.2% | +113.0% | -72.8% | +36.5% |
| All | +125.9% | +23.2% | +102.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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