+718.8%
DUK vs SRE
+1,544.3%
-825.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -0.1% | +1.5% | -1.6% | -0.9% |
| 30D | +0.2% | +0.8% | -0.6% | -0.4% |
| 3M | -1.9% | -5.8% | +3.9% | +1.1% |
| 6M | -6.5% | -7.8% | +1.3% | -2.7% |
| YTD | +5.4% | -2.4% | +7.8% | +6.2% |
| 1Y | +3.6% | +8.9% | -5.3% | -1.9% |
| 3Y | +48.1% | +31.1% | +17.0% | +22.2% |
| 5Y | +39.6% | +48.6% | -9.0% | +7.1% |
| 10Y | +131.8% | +126.1% | +5.7% | +36.1% |
| All | +718.8% | +1,544.3% | -825.5% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling