+40.9%
DUK vs SOXQ
+258.1%
-217.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | +0.1% |
| 7D | -0.7% | +0.8% | -1.4% | -0.6% |
| 30D | -2.4% | -4.6% | +2.1% | -2.6% |
| 3M | -3.0% | -10.2% | +7.2% | -3.2% |
| 6M | -6.6% | +49.7% | -56.2% | -5.5% |
| YTD | +4.6% | +67.2% | -62.7% | +6.0% |
| 1Y | +1.2% | +98.0% | -96.8% | +2.8% |
| 3Y | +45.7% | +237.2% | -191.5% | +43.8% |
| All | +40.9% | +258.1% | -217.2% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling