+43.2%
TER vs DUK
+7.9%
+35.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.3% | -4.5% |
| 7D | -19.9% | +4.9% | -24.7% | -16.1% |
| 30D | -43.5% | +13.8% | -57.4% | -36.9% |
| 3M | -37.8% | +5.2% | -43.0% | -34.1% |
| 6M | -25.6% | +3.5% | -29.0% | -20.9% |
| YTD | +29.8% | +13.5% | +16.4% | +38.0% |
| 1Y | +43.2% | +8.3% | +34.8% | +52.6% |
| All | +43.2% | +7.9% | +35.3% | +52.6% |
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