+57.5%
DUK vs SN
+671.3%
-613.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.3% |
| 7D | +1.9% | +1.5% | +0.4% | +2.0% |
| 30D | +8.9% | +21.5% | -12.6% | +9.3% |
| 3M | +5.6% | +20.0% | -14.5% | +5.9% |
| 6M | +7.0% | +119.9% | -113.0% | +8.7% |
| YTD | +14.0% | +102.3% | -88.3% | +15.8% |
| 1Y | +9.1% | +148.0% | -138.9% | +11.3% |
| 3Y | +67.6% | +450.0% | -382.4% | +64.1% |
| All | +57.5% | +671.3% | -613.8% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling