+2,761.7%
DUK vs SO
+6,354.3%
-3,592.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.4% |
| 7D | +1.9% | +1.4% | +0.6% | +0.9% |
| 30D | +8.9% | +4.7% | +4.2% | +5.2% |
| 3M | +5.6% | +1.7% | +3.9% | +4.2% |
| 6M | +7.0% | +2.2% | +4.8% | +5.3% |
| YTD | +14.0% | +10.0% | +4.1% | +6.0% |
| 1Y | +9.1% | +6.0% | +3.1% | +4.2% |
| 3Y | +67.6% | +54.1% | +13.5% | +20.5% |
| 5Y | +56.6% | +79.6% | -23.0% | +0.2% |
| 10Y | +159.8% | +195.5% | -35.7% | +12.2% |
| All | +2,761.7% | +6,354.3% | -3,592.6% | +111.8% |
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