+55.5%
DUK vs Z
-53.4%
+108.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.2% |
| 7D | +1.9% | +0.8% | +1.1% | +1.9% |
| 30D | +8.9% | +5.2% | +3.7% | +8.7% |
| 3M | +5.6% | -17.0% | +22.6% | +5.9% |
| 6M | +7.0% | -22.7% | +29.6% | +7.4% |
| YTD | +14.0% | -56.3% | +70.4% | +16.1% |
| 1Y | +9.1% | -57.7% | +66.7% | +11.1% |
| 3Y | +67.6% | -16.5% | +84.1% | +64.1% |
| All | +55.5% | -53.4% | +108.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling