+718.9%
DUK vs VNQ
+386.3%
+332.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -2.4% | -2.6% | +0.1% | -1.5% |
| 3M | -3.0% | -2.0% | -1.0% | -2.3% |
| 6M | -6.6% | +4.3% | -10.9% | -7.9% |
| YTD | +4.6% | +9.2% | -4.7% | +1.3% |
| 1Y | +1.2% | +5.6% | -4.4% | -0.8% |
| 3Y | +45.7% | +30.8% | +14.8% | +31.7% |
| 5Y | +40.3% | +8.0% | +32.3% | +34.9% |
| 10Y | +129.9% | +63.7% | +66.2% | +92.9% |
| All | +718.9% | +386.3% | +332.7% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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