+42.2%
DUK vs SMR
+1.6%
+40.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | -0.9% |
| 7D | -1.7% | +4.7% | -6.4% | -1.7% |
| 30D | -2.2% | +3.2% | -5.5% | -2.3% |
| 3M | -3.7% | +9.9% | -13.6% | -3.7% |
| 6M | -6.3% | -15.1% | +8.8% | -6.3% |
| YTD | +4.5% | -27.9% | +32.5% | +4.5% |
| 1Y | +1.8% | -70.2% | +72.1% | +2.5% |
| 3Y | +46.8% | +72.5% | -25.6% | +36.3% |
| All | +42.2% | +1.6% | +40.6% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling