+54.6%
DUK vs SNAP
-90.3%
+144.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | -1.1% | +2.6% | -3.7% | -1.1% |
| 30D | +8.8% | -19.6% | +28.4% | +8.5% |
| 3M | +5.0% | +0.4% | +4.7% | +5.1% |
| 6M | +4.6% | -5.9% | +10.6% | +4.7% |
| YTD | +12.6% | -35.3% | +47.9% | +12.2% |
| 1Y | +7.4% | -42.6% | +50.0% | +6.9% |
| 3Y | +63.1% | -53.9% | +117.0% | +62.2% |
| 5Y | +54.6% | -90.3% | +144.9% | +47.7% |
| All | +54.6% | -90.3% | +144.9% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling