+1,343.4%
DUK vs SPG
+5,256.9%
-3,913.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -1.7% | -6.8% | +5.2% | -0.3% |
| 3M | -0.4% | +2.7% | -3.1% | -1.0% |
| 6M | -7.2% | +5.5% | -12.7% | -8.3% |
| YTD | +5.3% | +15.7% | -10.5% | +2.2% |
| 1Y | +3.0% | +20.9% | -17.9% | -1.0% |
| 3Y | +53.1% | +112.4% | -59.3% | +30.7% |
| 5Y | +37.9% | +101.4% | -63.4% | +17.3% |
| 10Y | +124.8% | +60.6% | +64.2% | +85.1% |
| All | +1,343.4% | +5,256.9% | -3,913.5% | +515.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling