+148.5%
DUK vs USB
+94.3%
+54.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | +9.8% | +6.8% | +3.0% | +8.2% |
| 3M | +3.5% | -3.8% | +7.3% | +4.3% |
| 6M | +5.0% | +11.7% | -6.8% | +2.2% |
| YTD | +12.2% | +17.5% | -5.3% | +7.6% |
| 1Y | +7.2% | +33.8% | -26.5% | -0.2% |
| 3Y | +63.0% | +104.2% | -41.2% | +33.8% |
| 5Y | +52.3% | +26.4% | +25.9% | +39.5% |
| 10Y | +148.5% | +89.2% | +59.3% | +96.2% |
| All | +148.5% | +94.3% | +54.3% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling