+2,729.0%
DUK vs SO
+6,371.5%
-3,642.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -0.6% | +0.8% | -1.4% | -1.2% |
| 30D | +9.4% | +7.8% | +1.6% | +3.4% |
| 3M | +5.4% | +2.9% | +2.5% | +3.2% |
| 6M | +4.9% | +2.5% | +2.4% | +3.0% |
| YTD | +12.7% | +10.3% | +2.5% | +4.6% |
| 1Y | +7.8% | +6.4% | +1.4% | +2.8% |
| 3Y | +63.3% | +52.8% | +10.5% | +18.2% |
| 5Y | +54.2% | +78.7% | -24.4% | -1.0% |
| 10Y | +156.8% | +196.3% | -39.5% | +10.7% |
| All | +2,729.0% | +6,371.5% | -3,642.6% | +108.9% |
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