+191.2%
TER vs DUK
+65.4%
+125.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -4.6% |
| 7D | +14.4% | +1.9% | +12.4% | +15.8% |
| 30D | -30.6% | +8.9% | -39.4% | -26.5% |
| 3M | -39.2% | +5.6% | -44.7% | -36.5% |
| 6M | -31.3% | +7.0% | -38.2% | -27.5% |
| YTD | +29.1% | +14.0% | +15.0% | +39.9% |
| 1Y | +47.4% | +9.1% | +38.3% | +57.0% |
| 3Y | +191.2% | +67.6% | +123.7% | +210.1% |
| All | +191.2% | +65.4% | +125.9% | +210.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling