+43.4%
DUK vs SMR
+7.6%
+35.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -0.1% | +13.1% | -13.2% | -0.1% |
| 30D | +0.2% | +17.8% | -17.5% | +0.2% |
| 3M | -1.9% | +8.1% | -10.0% | -1.9% |
| 6M | -6.5% | -11.1% | +4.6% | -6.5% |
| YTD | +5.4% | -23.7% | +29.1% | +5.5% |
| 1Y | +3.6% | -69.4% | +73.0% | +4.2% |
| 3Y | +48.1% | +82.6% | -34.5% | +37.5% |
| All | +43.4% | +7.6% | +35.9% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling