+19,880.0%
ETN vs DUK
+2,534.2%
+17,345.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +3.0% | -1.7% | +4.7% | +3.6% |
| 30D | -10.9% | -2.2% | -8.7% | -10.3% |
| 3M | +9.2% | -3.7% | +12.9% | +10.1% |
| 6M | +13.9% | -6.3% | +20.3% | +15.6% |
| YTD | +29.5% | +4.5% | +25.0% | +26.7% |
| 1Y | +14.2% | +1.8% | +12.4% | +12.4% |
| 3Y | +79.9% | +46.8% | +33.1% | +53.0% |
| 5Y | +175.7% | +40.2% | +135.4% | +136.5% |
| 10Y | +693.2% | +129.8% | +563.4% | +470.4% |
| All | +19,880.0% | +2,534.2% | +17,345.8% | +6,447.2% |
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