+1,235.8%
EWY vs DUK
+619.8%
+616.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +7.3% | -2.4% | +9.8% | +8.2% |
| 3M | -5.1% | -3.0% | -2.1% | -4.6% |
| 6M | +42.1% | -6.6% | +48.6% | +44.1% |
| YTD | +94.1% | +4.6% | +89.6% | +88.5% |
| 1Y | +147.8% | +1.2% | +146.6% | +142.9% |
| 3Y | +222.9% | +45.7% | +177.3% | +169.7% |
| 5Y | +150.6% | +40.3% | +110.3% | +109.3% |
| 10Y | +304.4% | +129.9% | +174.5% | +168.6% |
| All | +1,235.8% | +619.8% | +616.0% | +546.4% |
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 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