+358.7%
ALAB vs DUK
+37.5%
+321.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -6.5% |
| 7D | +0.6% | -1.7% | +2.3% | -1.5% |
| 30D | -8.8% | -2.2% | -6.6% | -11.3% |
| 3M | -14.0% | -3.7% | -10.3% | -16.8% |
| 6M | +144.3% | -6.3% | +150.6% | +130.0% |
| YTD | +71.0% | +4.5% | +66.5% | +85.9% |
| 1Y | +23.5% | +1.8% | +21.7% | +32.3% |
| All | +358.7% | +37.5% | +321.2% | +723.8% |
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