+164.9%
ASML vs DUK
+53.3%
+111.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +3.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -1.7% | +3.9% | +1.2% |
| 3M | -2.3% | -0.4% | -1.9% | -2.1% |
| 6M | +23.0% | -7.2% | +30.2% | +19.0% |
| YTD | +61.1% | +5.3% | +55.8% | +66.7% |
| 1Y | +129.1% | +3.0% | +126.2% | +135.3% |
| All | +164.9% | +53.3% | +111.6% | +193.7% |
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 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