+485.1%
DUK vs TPR
+8,023.3%
-7,538.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | +8.8% | +15.1% | -6.3% | +6.8% |
| 3M | +5.0% | -13.4% | +18.4% | +6.5% |
| 6M | +4.6% | +1.4% | +3.3% | +3.8% |
| YTD | +12.6% | +4.8% | +7.8% | +10.7% |
| 1Y | +7.4% | +29.2% | -21.8% | +2.7% |
| 3Y | +63.1% | +403.7% | -340.6% | +26.8% |
| 5Y | +54.6% | +230.8% | -176.2% | +24.2% |
| 10Y | +156.5% | +369.2% | -212.7% | +77.7% |
| All | +485.1% | +8,023.3% | -7,538.2% | +161.7% |
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 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