+126.0%
DUK vs SPXS
-99.6%
+225.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | -0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -0.3% |
| 30D | -2.4% | +4.2% | -6.6% | -1.8% |
| 3M | -3.0% | -9.3% | +6.3% | -4.3% |
| 6M | -6.6% | -30.7% | +24.1% | -11.4% |
| YTD | +4.6% | -28.1% | +32.6% | -0.2% |
| 1Y | +1.2% | -35.1% | +36.3% | -4.8% |
| 3Y | +45.7% | -79.6% | +125.2% | +15.2% |
| 5Y | +40.3% | -86.3% | +126.6% | +10.2% |
| All | +126.0% | -99.6% | +225.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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