+59.4%
DUK vs USB
+89.5%
-30.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +10.6% | +5.8% | +4.8% | +10.2% |
| 3M | +4.0% | -6.0% | +10.0% | +4.4% |
| 6M | +3.6% | +7.8% | -4.2% | +3.0% |
| YTD | +11.9% | +14.6% | -2.7% | +10.6% |
| 1Y | +6.7% | +31.8% | -25.1% | +4.2% |
| 3Y | +59.4% | +91.5% | -32.1% | +40.5% |
| All | +59.4% | +89.5% | -30.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling