+76.0%
AMZN vs DUK
+47.1%
+28.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.5% |
| 7D | -2.7% | -1.7% | -1.0% | -3.2% |
| 30D | -7.5% | -2.2% | -5.2% | -8.2% |
| 3M | +5.8% | -3.7% | +9.5% | +4.7% |
| 6M | +17.5% | -6.3% | +23.9% | +15.3% |
| YTD | +9.1% | +4.5% | +4.6% | +11.3% |
| 1Y | +9.4% | +1.8% | +7.5% | +10.6% |
| All | +76.0% | +47.1% | +28.9% | +82.0% |
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 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