+2,757.7%
DUK vs USB
+8,119.9%
-5,362.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +3.3% | -1.5% | +4.8% | +3.6% |
| 30D | +12.5% | +4.3% | +8.2% | +11.6% |
| 3M | +6.4% | -6.1% | +12.5% | +7.5% |
| 6M | +3.7% | +9.4% | -5.7% | +2.0% |
| YTD | +13.9% | +15.2% | -1.3% | +10.7% |
| 1Y | +8.8% | +32.8% | -24.0% | +3.0% |
| 3Y | +61.3% | +91.3% | -30.0% | +41.2% |
| 5Y | +55.1% | +22.7% | +32.5% | +44.4% |
| 10Y | +152.6% | +97.0% | +55.6% | +109.6% |
| All | +2,757.7% | +8,119.9% | -5,362.2% | +1,353.0% |
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