+2,770.9%
AVGO vs DUK
+129.4%
+2,641.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -13.0% | -2.4% | -10.5% | -12.6% |
| 3M | -6.0% | -3.0% | -3.0% | -5.7% |
| 6M | +6.4% | -6.6% | +12.9% | +7.4% |
| YTD | +5.0% | +4.6% | +0.4% | +2.8% |
| 1Y | +1.4% | +1.2% | +0.2% | -0.1% |
| 3Y | +336.8% | +45.7% | +291.1% | +264.8% |
| 5Y | +698.2% | +40.3% | +657.9% | +569.7% |
| All | +2,770.9% | +129.4% | +2,641.5% | +1,912.4% |
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 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