+1,395.4%
ASML vs DUK
+146.4%
+1,249.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.3% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | -21.0% | +10.6% | -31.6% | -22.4% |
| 3M | -16.3% | +4.0% | -20.3% | -16.9% |
| 6M | -7.5% | +3.6% | -11.1% | -8.5% |
| YTD | +34.0% | +11.9% | +22.1% | +30.2% |
| 1Y | +39.3% | +6.7% | +32.6% | +36.6% |
| 3Y | +128.9% | +59.4% | +69.4% | +94.6% |
| 5Y | +76.1% | +52.4% | +23.7% | +51.1% |
| All | +1,395.4% | +146.4% | +1,249.0% | +1,071.7% |
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