+42.2%
DUK vs SMR
-14.3%
+56.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.7% | +15.7% | +0.1% |
| 7D | -0.7% | -11.2% | +10.6% | -0.6% |
| 30D | -2.4% | -10.2% | +7.8% | -2.4% |
| 3M | -3.0% | -10.0% | +7.0% | -3.0% |
| 6M | -6.6% | -30.5% | +23.9% | -6.5% |
| YTD | +4.6% | -39.2% | +43.8% | +4.6% |
| 1Y | +1.2% | -75.5% | +76.8% | +1.9% |
| 3Y | +45.7% | +45.4% | +0.2% | +35.3% |
| All | +42.2% | -14.3% | +56.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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