-24.5%
SYK vs DUK
+1.3%
-25.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | -7.0% | -1.0% | -6.0% | -6.7% |
| 30D | -16.9% | -4.0% | -12.9% | -15.6% |
| 3M | -9.5% | -3.9% | -5.6% | -7.9% |
| 6M | -15.9% | -9.0% | -6.8% | -13.6% |
| YTD | -19.4% | +4.2% | -23.6% | -19.8% |
| All | -24.5% | +1.3% | -25.8% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling