+49.1%
DUK vs TPR
+292.6%
-243.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +0.8% |
| 7D | +0.7% | -3.4% | +4.1% | +0.7% |
| 30D | -2.0% | -27.3% | +25.3% | -2.3% |
| 3M | +0.2% | -16.2% | +16.4% | 0.0% |
| 6M | -6.9% | -17.9% | +11.0% | -7.0% |
| YTD | +6.1% | -7.1% | +13.3% | +6.0% |
| 1Y | +4.4% | +13.6% | -9.2% | +4.4% |
| 3Y | +49.1% | +293.7% | -244.6% | +36.7% |
| All | +49.1% | +292.6% | -243.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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