+9,883.5%
TER vs DUK
+2,774.5%
+7,109.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | +14.4% | +1.9% | +12.4% | +13.6% |
| 30D | -30.6% | +8.9% | -39.4% | -32.8% |
| 3M | -39.2% | +5.6% | -44.7% | -40.6% |
| 6M | -31.3% | +7.0% | -38.2% | -33.6% |
| YTD | +29.1% | +14.0% | +15.0% | +21.8% |
| 1Y | +47.4% | +9.1% | +38.3% | +41.1% |
| 3Y | +191.2% | +67.6% | +123.7% | +134.0% |
| 5Y | +74.0% | +56.6% | +17.4% | +41.6% |
| 10Y | +1,005.1% | +159.8% | +845.3% | +626.6% |
| All | +9,883.5% | +2,774.5% | +7,109.0% | +2,535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling