+52.4%
DUK vs USB
+25.6%
+26.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.9% | +1.4% | +0.5% | +1.8% |
| 30D | +10.5% | +6.4% | +4.1% | +9.8% |
| 3M | +7.3% | -4.5% | +11.8% | +7.8% |
| 6M | +5.7% | +11.4% | -5.7% | +4.4% |
| YTD | +12.9% | +17.1% | -4.2% | +10.7% |
| 1Y | +8.6% | +32.6% | -24.0% | +5.0% |
| 3Y | +63.5% | +101.8% | -38.3% | +47.8% |
| 5Y | +52.4% | +25.1% | +27.2% | +46.9% |
| All | +52.4% | +25.6% | +26.8% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling