+1,802.9%
TER vs DUK
+129.3%
+1,673.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +9.4% | -1.7% | +11.0% | +9.7% |
| 30D | -2.4% | -2.2% | -0.2% | -2.0% |
| 3M | +6.5% | -3.7% | +10.2% | +6.9% |
| 6M | +23.2% | -6.3% | +29.5% | +24.3% |
| YTD | +91.5% | +4.5% | +87.0% | +87.9% |
| 1Y | +214.8% | +1.8% | +213.0% | +209.9% |
| 3Y | +275.3% | +46.8% | +228.5% | +221.6% |
| 5Y | +211.9% | +40.2% | +171.7% | +168.5% |
| All | +1,802.9% | +129.3% | +1,673.6% | +1,361.0% |
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