+156.9%
DUK vs SPMO
+562.6%
-405.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.2% | -0.7% | -1.6% | -2.1% |
| 3M | -3.7% | +2.8% | -6.5% | -5.3% |
| 6M | -6.3% | +24.4% | -30.8% | -14.1% |
| YTD | +4.5% | +24.2% | -19.7% | -4.3% |
| 1Y | +1.8% | +24.5% | -22.7% | -7.1% |
| 3Y | +46.8% | +155.6% | -108.8% | -4.3% |
| 5Y | +40.2% | +148.2% | -107.9% | -8.4% |
| 10Y | +129.8% | +514.8% | -385.0% | +3.9% |
| All | +156.9% | +562.6% | -405.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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