+1,613.1%
DUK vs SM
+1,608.3%
+4.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.7% | +26.3% | -28.0% | -2.7% |
| 3M | -0.4% | +8.7% | -9.1% | -1.0% |
| 6M | -7.2% | +51.7% | -58.9% | -9.3% |
| YTD | +5.3% | +99.0% | -93.8% | +1.6% |
| 1Y | +3.0% | +34.6% | -31.6% | +1.0% |
| 3Y | +53.1% | -7.8% | +60.8% | +51.1% |
| 5Y | +37.9% | +104.8% | -66.9% | +28.9% |
| 10Y | +124.8% | +7.2% | +117.6% | +92.3% |
| All | +1,613.1% | +1,608.3% | +4.8% | +1,000.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling