+45.7%
DUK vs SRE
+28.3%
+17.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -0.7% | -0.8% | +0.2% | -0.4% |
| 30D | -2.4% | -3.0% | +0.6% | -1.5% |
| 3M | -3.0% | -8.3% | +5.3% | -0.2% |
| 6M | -6.6% | -8.9% | +2.4% | -3.6% |
| YTD | +4.6% | -4.3% | +8.8% | +6.1% |
| 1Y | +1.2% | +2.7% | -1.5% | +0.5% |
| 3Y | +45.7% | +28.7% | +17.0% | +20.8% |
| All | +45.7% | +28.3% | +17.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling