+318.0%
SPYM vs DUK
+129.4%
+188.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -1.1% | -2.4% | +1.4% | -0.2% |
| 3M | +3.9% | -3.0% | +6.9% | +4.7% |
| 6M | +13.6% | -6.6% | +20.2% | +15.9% |
| YTD | +12.7% | +4.6% | +8.2% | +10.0% |
| 1Y | +17.6% | +1.2% | +16.4% | +15.9% |
| 3Y | +77.2% | +45.7% | +31.6% | +47.2% |
| 5Y | +84.1% | +40.3% | +43.8% | +53.8% |
| All | +318.0% | +129.4% | +188.6% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling