+183.6%
SYK vs DUK
+124.0%
+59.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.5% |
| 7D | -7.0% | -1.0% | -6.0% | -6.6% |
| 30D | -16.9% | -4.0% | -12.9% | -15.2% |
| 3M | -9.5% | -3.9% | -5.6% | -7.6% |
| 6M | -15.9% | -9.0% | -6.8% | -11.6% |
| YTD | -19.4% | +4.2% | -23.6% | -21.4% |
| 1Y | -25.7% | +1.0% | -26.7% | -26.5% |
| 3Y | -1.6% | +39.6% | -41.2% | -20.3% |
| 5Y | +7.9% | +42.0% | -34.2% | -14.6% |
| 10Y | +183.6% | +127.0% | +56.6% | +74.2% |
| All | +183.6% | +124.0% | +59.6% | +74.2% |
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