+80,969.6%
ASML vs DUK
+1,438.4%
+79,531.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | +0.3% | -9.3% | -9.2% |
| 30D | -21.0% | +10.6% | -31.6% | -23.6% |
| 3M | -16.3% | +4.0% | -20.3% | -17.6% |
| 6M | -7.5% | +3.6% | -11.1% | -9.3% |
| YTD | +34.0% | +11.9% | +22.1% | +27.7% |
| 1Y | +39.3% | +6.7% | +32.6% | +34.6% |
| 3Y | +128.9% | +59.4% | +69.4% | +87.8% |
| 5Y | +76.1% | +52.4% | +23.7% | +45.6% |
| 10Y | +1,428.4% | +148.2% | +1,280.2% | +933.0% |
| All | +80,969.6% | +1,438.4% | +79,531.2% | +33,432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling