+482.5%
DUK vs SPXU
-100.0%
+582.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.5% |
| 7D | -0.1% | +1.3% | -1.4% | +0.1% |
| 30D | +0.2% | +5.1% | -4.9% | +1.0% |
| 3M | -1.9% | -9.1% | +7.3% | -3.2% |
| 6M | -6.5% | -29.6% | +23.1% | -11.1% |
| YTD | +5.4% | -27.7% | +33.1% | +0.8% |
| 1Y | +3.6% | -37.0% | +40.5% | -3.0% |
| 3Y | +48.1% | -80.2% | +128.3% | +17.8% |
| 5Y | +39.6% | -86.0% | +125.6% | +11.4% |
| 10Y | +131.8% | -99.5% | +231.4% | +18.7% |
| All | +482.5% | -100.0% | +582.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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