+62.4%
EWY vs DUK
+7.9%
+54.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | +0.2% |
| 7D | -8.3% | +4.9% | -13.2% | -4.3% |
| 30D | -20.5% | +13.8% | -34.4% | -11.4% |
| 3M | -11.1% | +5.2% | -16.3% | -6.6% |
| 6M | -7.0% | +3.5% | -10.5% | -1.4% |
| YTD | +56.5% | +13.5% | +43.0% | +65.8% |
| 1Y | +62.4% | +8.3% | +54.1% | +71.4% |
| All | +62.4% | +7.9% | +54.5% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling