+83.8%
SPYM vs DUK
+39.2%
+44.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -1.1% | -2.4% | +1.4% | -0.7% |
| 3M | +3.9% | -3.0% | +6.9% | +4.3% |
| 6M | +13.6% | -6.6% | +20.2% | +14.8% |
| YTD | +12.7% | +4.6% | +8.2% | +11.1% |
| 1Y | +17.6% | +1.2% | +16.4% | +16.6% |
| 3Y | +77.2% | +45.7% | +31.6% | +54.5% |
| All | +83.8% | +39.2% | +44.5% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling