+126.0%
DUK vs VRSK
+126.1%
0.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -5.2% | +4.5% | +1.1% |
| 30D | -2.4% | -2.3% | -0.1% | -1.9% |
| 3M | -3.0% | -2.9% | -0.1% | -2.6% |
| 6M | -6.6% | -12.8% | +6.2% | -3.1% |
| YTD | +4.6% | -20.8% | +25.4% | +11.8% |
| 1Y | +1.2% | -33.2% | +34.4% | +15.4% |
| 3Y | +45.7% | -26.6% | +72.2% | +56.9% |
| 5Y | +40.3% | -11.3% | +51.6% | +36.1% |
| All | +126.0% | +126.1% | 0.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling