+84.0%
ASML vs DUK
+54.0%
+30.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.5% |
| 7D | +10.4% | -1.1% | +11.5% | +10.2% |
| 30D | -12.7% | +8.8% | -21.5% | -11.5% |
| 3M | -17.2% | +5.0% | -22.2% | -16.4% |
| 6M | -1.3% | +4.6% | -5.9% | -0.4% |
| YTD | +40.8% | +12.6% | +28.2% | +42.5% |
| 1Y | +45.2% | +7.4% | +37.8% | +46.8% |
| 3Y | +131.8% | +63.1% | +68.7% | +111.8% |
| 5Y | +84.0% | +54.6% | +29.4% | +78.4% |
| All | +84.0% | +54.0% | +30.0% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling