+126.0%
DUK vs SPG
+64.5%
+61.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -2.4% | -6.1% | +3.7% | -1.2% |
| 3M | -3.0% | -3.6% | +0.6% | -2.3% |
| 6M | -6.6% | +10.4% | -17.0% | -8.4% |
| YTD | +4.6% | +14.4% | -9.8% | +1.7% |
| 1Y | +1.2% | +16.5% | -15.3% | -1.9% |
| 3Y | +45.7% | +106.8% | -61.1% | +24.7% |
| 5Y | +40.3% | +108.9% | -68.6% | +18.1% |
| All | +126.0% | +64.5% | +61.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling