+819.0%
SPYM vs DUK
+577.1%
+241.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | +3.7% | -1.9% | +5.6% | +4.2% |
| 6M | +13.0% | -6.5% | +19.6% | +15.4% |
| YTD | +12.5% | +5.4% | +7.0% | +9.3% |
| 1Y | +18.6% | +3.6% | +15.1% | +15.9% |
| 3Y | +78.0% | +48.1% | +29.9% | +47.3% |
| 5Y | +82.3% | +39.6% | +42.7% | +53.1% |
| 10Y | +322.9% | +131.8% | +191.0% | +180.1% |
| All | +819.0% | +577.1% | +241.9% | +294.8% |
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