+126.0%
DUK vs SPY
+322.5%
-196.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | -2.4% | -1.1% | -1.4% | -2.0% |
| 3M | -3.0% | +3.9% | -6.9% | -4.8% |
| 6M | -6.6% | +13.6% | -20.2% | -12.3% |
| YTD | +4.6% | +12.7% | -8.1% | -1.7% |
| 1Y | +1.2% | +17.5% | -16.3% | -6.9% |
| 3Y | +45.7% | +76.9% | -31.2% | +5.0% |
| 5Y | +40.3% | +83.6% | -43.3% | -2.9% |
| All | +126.0% | +322.5% | -196.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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