+802.7%
DUK vs VO
+821.9%
-19.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | -2.0% | -1.1% | -1.0% | -1.6% |
| 3M | +0.2% | +4.5% | -4.3% | -2.0% |
| 6M | -6.9% | +11.1% | -18.0% | -11.6% |
| YTD | +6.1% | +13.5% | -7.4% | -0.4% |
| 1Y | +4.4% | +14.5% | -10.1% | -2.6% |
| 3Y | +49.1% | +58.1% | -9.0% | +17.5% |
| 5Y | +39.6% | +43.3% | -3.7% | +13.5% |
| 10Y | +125.1% | +193.2% | -68.1% | +25.9% |
| All | +802.7% | +821.9% | -19.3% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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