+2,541.1%
DUK vs USB
+8,537.0%
-5,995.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | 0.0% | +1.4% | -1.5% | -0.3% |
| 30D | -1.7% | -1.3% | -0.4% | -1.5% |
| 3M | -0.4% | +15.2% | -15.7% | -3.0% |
| 6M | -7.2% | +18.8% | -26.1% | -10.2% |
| YTD | +5.3% | +21.0% | -15.8% | +1.4% |
| 1Y | +3.0% | +34.0% | -31.1% | -2.7% |
| 3Y | +53.1% | +95.3% | -42.3% | +33.3% |
| 5Y | +37.9% | +40.4% | -2.4% | +25.3% |
| 10Y | +124.8% | +107.3% | +17.5% | +85.0% |
| All | +2,541.1% | +8,537.0% | -5,995.8% | +1,231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling