+447.0%
DUK vs TPR
+7,380.8%
-6,933.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | -1.7% | -23.0% | +21.3% | +1.3% |
| 3M | -0.4% | -12.5% | +12.0% | +0.8% |
| 6M | -7.2% | -21.4% | +14.2% | -5.1% |
| YTD | +5.3% | -3.5% | +8.8% | +4.7% |
| 1Y | +3.0% | +17.4% | -14.4% | -0.5% |
| 3Y | +53.1% | +291.3% | -238.2% | +23.1% |
| 5Y | +37.9% | +241.9% | -204.0% | +10.0% |
| 10Y | +124.8% | +322.7% | -197.8% | +58.0% |
| All | +447.0% | +7,380.8% | -6,933.8% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling