+55.5%
DUK vs SPG
+84.0%
-28.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.9% | +2.0% | -0.1% | +1.5% |
| 30D | +8.9% | +17.2% | -8.4% | +5.1% |
| 3M | +5.6% | +6.3% | -0.8% | +4.1% |
| 6M | +7.0% | +18.7% | -11.7% | +3.1% |
| YTD | +14.0% | +30.1% | -16.0% | +7.7% |
| 1Y | +9.1% | +32.8% | -23.7% | +2.5% |
| 3Y | +67.6% | +133.6% | -66.0% | +36.2% |
| All | +55.5% | +84.0% | -28.5% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling