+154.1%
DUK vs Z
+25.1%
+129.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.9% |
| 7D | 0.0% | -3.0% | +3.0% | +0.1% |
| 30D | -1.7% | -4.2% | +2.5% | -1.5% |
| 3M | -0.4% | -3.7% | +3.3% | -0.4% |
| 6M | -7.2% | -24.5% | +17.3% | -6.4% |
| YTD | +5.3% | -49.3% | +54.5% | +8.0% |
| 1Y | +3.0% | -58.7% | +61.6% | +6.6% |
| 3Y | +53.1% | -34.1% | +87.2% | +53.0% |
| 5Y | +37.9% | -64.5% | +102.5% | +39.7% |
| 10Y | +124.8% | -0.5% | +125.3% | +100.1% |
| All | +154.1% | +25.1% | +129.0% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling