+1,343.4%
DUK vs SUI
+4,037.5%
-2,694.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | 0.0% | -2.8% | +2.8% | +0.8% |
| 30D | -1.7% | -1.2% | -0.5% | -1.4% |
| 3M | -0.4% | -1.7% | +1.3% | 0.0% |
| 6M | -7.2% | -10.5% | +3.2% | -4.5% |
| YTD | +5.3% | -1.8% | +7.1% | +5.6% |
| 1Y | +3.0% | -4.1% | +7.0% | +3.8% |
| 3Y | +53.1% | +11.3% | +41.8% | +46.6% |
| 5Y | +37.9% | -32.1% | +70.0% | +49.2% |
| 10Y | +124.8% | +110.4% | +14.4% | +82.4% |
| All | +1,343.4% | +4,037.5% | -2,694.1% | +583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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