+39.6%
DUK vs SNAP
-92.8%
+132.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | -0.1% | -5.0% | +4.9% | -0.2% |
| 30D | +0.2% | -0.7% | +1.0% | +0.3% |
| 3M | -1.9% | -5.0% | +3.1% | -1.9% |
| 6M | -6.5% | +3.5% | -10.0% | -6.3% |
| YTD | +5.4% | -34.2% | +39.6% | +5.0% |
| 1Y | +3.6% | -27.1% | +30.6% | +3.3% |
| 3Y | +48.1% | -43.5% | +91.6% | +47.4% |
| 5Y | +39.6% | -92.9% | +132.5% | +32.4% |
| All | +39.6% | -92.8% | +132.4% | +32.4% |
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