+1,621.8%
DUK vs SPY
+3,074.3%
-1,452.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | -2.0% | -0.9% | -1.1% | -1.6% |
| 3M | +0.2% | +3.9% | -3.7% | -1.9% |
| 6M | -6.9% | +14.5% | -21.4% | -13.5% |
| YTD | +6.1% | +12.9% | -6.8% | -0.8% |
| 1Y | +4.4% | +19.4% | -14.9% | -5.4% |
| 3Y | +49.1% | +78.5% | -29.3% | +7.1% |
| 5Y | +39.6% | +81.8% | -42.2% | -2.3% |
| 10Y | +125.1% | +311.5% | -186.4% | +0.2% |
| All | +1,621.8% | +3,074.3% | -1,452.5% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling