+2,541.1%
DUK vs SO
+5,976.4%
-3,435.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.4% |
| 7D | 0.0% | -0.2% | +0.1% | +0.1% |
| 30D | -1.7% | -4.6% | +2.9% | +1.9% |
| 3M | -0.4% | -3.0% | +2.6% | +2.0% |
| 6M | -7.2% | -8.3% | +1.0% | -1.0% |
| YTD | +5.3% | +3.5% | +1.7% | +2.4% |
| 1Y | +3.0% | -0.9% | +3.9% | +3.5% |
| 3Y | +53.1% | +45.4% | +7.7% | +15.0% |
| 5Y | +37.9% | +59.6% | -21.7% | -3.6% |
| 10Y | +124.8% | +156.6% | -31.8% | +7.9% |
| All | +2,541.1% | +5,976.4% | -3,435.2% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling