+597.0%
DUK vs SNY
+241.9%
+355.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -3.3% | +2.7% | +0.2% |
| 30D | -2.4% | -2.2% | -0.3% | -1.9% |
| 3M | -3.0% | -3.0% | 0.0% | -2.3% |
| 6M | -6.6% | +2.7% | -9.3% | -7.5% |
| YTD | +4.6% | -6.8% | +11.4% | +6.0% |
| 1Y | +1.2% | -5.3% | +6.5% | +1.9% |
| 3Y | +45.7% | -9.8% | +55.4% | +45.6% |
| 5Y | +40.3% | +9.7% | +30.6% | +31.0% |
| 10Y | +129.9% | +64.5% | +65.4% | +88.6% |
| All | +597.0% | +241.9% | +355.1% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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