+45.7%
DUK vs SYY
+29.1%
+16.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.7% | +3.9% | -4.6% | -1.5% |
| 30D | -2.4% | -1.7% | -0.7% | -2.1% |
| 3M | -3.0% | +5.2% | -8.2% | -4.1% |
| 6M | -6.6% | -0.2% | -6.4% | -6.7% |
| YTD | +4.6% | +15.4% | -10.8% | 0.0% |
| 1Y | +1.2% | +5.6% | -4.4% | -0.8% |
| 3Y | +45.7% | +28.9% | +16.8% | +30.9% |
| All | +45.7% | +29.1% | +16.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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