+44.4%
DUK vs SN
+453.9%
-409.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -1.0% |
| 7D | -1.7% | -7.2% | +5.5% | -1.8% |
| 30D | -2.2% | -13.4% | +11.1% | -2.5% |
| 3M | -3.7% | +26.8% | -30.5% | -3.2% |
| 6M | -6.3% | +44.6% | -50.9% | -5.5% |
| YTD | +4.5% | +45.3% | -40.8% | +5.5% |
| 1Y | +1.8% | +40.1% | -38.3% | +2.9% |
| 3Y | +46.8% | +375.3% | -328.5% | +41.5% |
| All | +44.4% | +453.9% | -409.5% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling