+151.4%
ADBE vs DUK
+129.4%
+22.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -2.5% | -2.4% | -0.1% | -1.8% |
| 3M | +15.3% | -3.0% | +18.3% | +16.2% |
| 6M | -7.8% | -6.6% | -1.3% | -6.3% |
| YTD | -27.9% | +4.6% | -32.5% | -29.4% |
| 1Y | -28.0% | +1.2% | -29.3% | -28.9% |
| 3Y | -55.3% | +45.7% | -101.0% | -61.7% |
| 5Y | -61.7% | +40.3% | -102.0% | -67.0% |
| All | +151.4% | +129.4% | +22.0% | +87.0% |
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