+23.3%
BA vs DUK
+160.3%
-137.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -1.1% | +1.9% | -3.0% | -2.1% |
| 30D | -7.1% | +8.9% | -16.0% | -11.3% |
| 3M | -25.5% | +5.6% | -31.1% | -27.8% |
| 6M | -28.7% | +7.0% | -35.7% | -31.8% |
| YTD | -21.0% | +14.0% | -35.1% | -27.2% |
| 1Y | -11.9% | +9.1% | -21.0% | -16.9% |
| 3Y | -16.2% | +67.6% | -83.7% | -41.7% |
| 5Y | -22.4% | +56.6% | -79.0% | -45.3% |
| All | +23.3% | +160.3% | -137.0% | -24.7% |
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 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