+228.2%
TER vs DUK
+38.9%
+189.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.0% |
| 7D | +12.4% | -0.1% | +12.5% | +12.3% |
| 30D | +5.1% | +0.2% | +4.9% | +5.2% |
| 3M | +4.0% | -1.9% | +5.8% | +3.7% |
| 6M | +29.5% | -6.5% | +36.0% | +29.0% |
| YTD | +98.5% | +5.4% | +93.0% | +98.3% |
| 1Y | +234.1% | +3.6% | +230.5% | +233.2% |
| 3Y | +289.0% | +48.1% | +240.9% | +263.6% |
| 5Y | +228.2% | +39.6% | +188.6% | +214.0% |
| All | +228.2% | +38.9% | +189.2% | +214.0% |
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 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