+3.0%
DUK vs SN
+46.4%
-43.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -1.0% |
| 7D | 0.0% | -9.3% | +9.3% | -0.3% |
| 30D | -1.7% | -4.8% | +3.1% | -1.8% |
| 3M | -0.4% | +40.4% | -40.9% | +0.8% |
| 6M | -7.2% | +50.9% | -58.2% | -5.8% |
| YTD | +5.3% | +54.9% | -49.7% | +7.4% |
| 1Y | +3.0% | +43.0% | -40.1% | +7.1% |
| All | +3.0% | +46.4% | -43.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling