+129.1%
ASML vs DUK
+1.8%
+127.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +3.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -1.7% | +3.9% | +0.8% |
| 3M | -2.3% | -0.4% | -1.9% | -2.2% |
| 6M | +23.0% | -7.2% | +30.2% | +17.2% |
| YTD | +61.1% | +5.3% | +55.8% | +70.1% |
| 1Y | +129.1% | +3.0% | +126.2% | +145.2% |
| All | +129.1% | +1.8% | +127.3% | +145.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling