+132.1%
DUK vs SNAP
-78.1%
+210.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +1.9% | +6.0% | -4.1% | +1.9% |
| 30D | +8.9% | -13.8% | +22.6% | +8.9% |
| 3M | +5.6% | -0.8% | +6.3% | +5.5% |
| 6M | +7.0% | -6.2% | +13.2% | +7.0% |
| YTD | +14.0% | -34.8% | +48.9% | +14.2% |
| 1Y | +9.1% | -38.7% | +47.8% | +9.2% |
| 3Y | +67.6% | -53.5% | +121.0% | +67.2% |
| 5Y | +56.6% | -90.2% | +146.8% | +58.1% |
| All | +132.1% | -78.1% | +210.2% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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