+47.9%
DUK vs SO
+45.5%
+2.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | +0.7% | +1.0% | -0.3% | -0.1% |
| 30D | -2.0% | -3.2% | +1.2% | +0.5% |
| 3M | +0.2% | -1.7% | +1.9% | +1.7% |
| 6M | -6.9% | -7.2% | +0.3% | -1.3% |
| YTD | +6.1% | +4.6% | +1.6% | +2.4% |
| 1Y | +4.4% | +1.2% | +3.2% | +3.3% |
| All | +47.9% | +45.5% | +2.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling