+995.4%
TER vs DUK
+160.3%
+835.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | +14.4% | +1.9% | +12.4% | +14.0% |
| 30D | -30.6% | +8.9% | -39.4% | -31.8% |
| 3M | -39.2% | +5.6% | -44.7% | -39.9% |
| 6M | -31.3% | +7.0% | -38.2% | -32.7% |
| YTD | +29.1% | +14.0% | +15.0% | +24.4% |
| 1Y | +47.4% | +9.1% | +38.3% | +43.5% |
| 3Y | +191.2% | +67.6% | +123.7% | +141.3% |
| 5Y | +74.0% | +56.6% | +17.4% | +45.9% |
| All | +995.4% | +160.3% | +835.1% | +727.2% |
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