+5.0%
SYK vs DUK
+39.2%
-34.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -12.3% | -1.7% | -10.7% | -11.8% |
| 30D | -22.4% | -2.2% | -20.2% | -21.8% |
| 3M | -12.3% | -3.7% | -8.6% | -11.0% |
| 6M | -24.3% | -6.3% | -18.0% | -22.4% |
| YTD | -22.8% | +4.5% | -27.3% | -24.2% |
| 1Y | -28.8% | +1.8% | -30.6% | -29.5% |
| 3Y | -4.0% | +46.8% | -50.8% | -19.6% |
| All | +5.0% | +39.2% | -34.2% | -9.4% |
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