+851.2%
EEM vs DUK
+1,320.4%
-469.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +5.1% | +0.2% | +4.8% | +4.8% |
| 3M | +4.6% | -1.9% | +6.5% | +5.0% |
| 6M | +17.8% | -6.5% | +24.3% | +20.8% |
| YTD | +25.8% | +5.4% | +20.4% | +20.6% |
| 1Y | +36.4% | +3.6% | +32.8% | +31.6% |
| 3Y | +90.0% | +48.1% | +41.9% | +45.8% |
| 5Y | +46.6% | +39.6% | +7.0% | +13.0% |
| 10Y | +132.3% | +131.8% | +0.4% | +16.7% |
| All | +851.2% | +1,320.4% | -469.2% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling