-52.3%
TEAM vs DUK
+39.2%
-91.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -5.2% | -0.7% | -4.5% | -5.2% |
| 30D | +15.8% | -2.4% | +18.2% | +15.6% |
| 3M | +101.5% | -3.0% | +104.5% | +101.2% |
| 6M | +138.2% | -6.6% | +144.7% | +138.0% |
| YTD | +10.8% | +4.6% | +6.3% | +10.2% |
| 1Y | +1.7% | +1.2% | +0.5% | +1.3% |
| 3Y | -16.0% | +45.7% | -61.7% | -25.2% |
| All | -52.3% | +39.2% | -91.5% | -54.9% |
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