+74.6%
BA vs DUK
+125.8%
-51.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.7% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -11.3% | +0.2% | -11.6% | -11.5% |
| 3M | -3.8% | -1.9% | -1.9% | -3.3% |
| 6M | -8.3% | -6.5% | -1.7% | -5.5% |
| YTD | -4.9% | +5.4% | -10.4% | -8.5% |
| 1Y | -10.1% | +3.6% | -13.6% | -12.8% |
| 3Y | -2.3% | +48.1% | -50.4% | -26.7% |
| 5Y | -3.5% | +39.6% | -43.1% | -26.7% |
| 10Y | +74.6% | +131.8% | -57.3% | +10.9% |
| All | +74.6% | +125.8% | -51.2% | +10.9% |
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 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