+128.5%
EEM vs DUK
+129.4%
-0.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +2.1% | -2.4% | +4.5% | +2.6% |
| 3M | +1.0% | -3.0% | +4.0% | +1.5% |
| 6M | +15.9% | -6.6% | +22.5% | +17.3% |
| YTD | +24.6% | +4.6% | +20.1% | +22.4% |
| 1Y | +32.3% | +1.2% | +31.0% | +30.8% |
| 3Y | +85.9% | +45.7% | +40.2% | +63.1% |
| 5Y | +45.4% | +40.3% | +5.1% | +27.3% |
| All | +128.5% | +129.4% | -0.9% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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