+1,112.6%
DUK vs TTWO
+5,776.8%
-4,664.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | -2.4% | -11.3% | +8.9% | -1.8% |
| 3M | -3.0% | +1.6% | -4.6% | -3.2% |
| 6M | -6.6% | +2.1% | -8.6% | -6.9% |
| YTD | +4.6% | -15.8% | +20.4% | +5.3% |
| 1Y | +1.2% | -12.6% | +13.8% | +1.7% |
| 3Y | +45.7% | +48.2% | -2.5% | +41.1% |
| 5Y | +40.3% | +40.0% | +0.3% | +35.2% |
| 10Y | +129.9% | +404.1% | -274.2% | +102.6% |
| All | +1,112.6% | +5,776.8% | -4,664.2% | +845.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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