+222.9%
EWY vs DUK
+47.2%
+175.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.3% |
| 7D | -0.1% | -0.7% | +0.6% | -0.2% |
| 30D | +7.3% | -2.4% | +9.8% | +6.8% |
| 3M | -5.1% | -3.0% | -2.1% | -5.7% |
| 6M | +42.1% | -6.6% | +48.6% | +41.4% |
| YTD | +94.1% | +4.6% | +89.6% | +92.7% |
| 1Y | +147.8% | +1.2% | +146.6% | +146.0% |
| 3Y | +222.9% | +45.7% | +177.3% | +188.4% |
| All | +222.9% | +47.2% | +175.8% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling