-10.1%
BA vs DUK
+58.6%
-68.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.3% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | -7.9% | +10.6% | -18.6% | -6.8% |
| 3M | -25.3% | +4.0% | -29.4% | -24.9% |
| 6M | -24.6% | +3.6% | -28.2% | -24.2% |
| YTD | -20.1% | +11.9% | -32.0% | -18.8% |
| 1Y | -11.8% | +6.7% | -18.4% | -10.7% |
| 3Y | -10.1% | +59.4% | -69.6% | -7.8% |
| All | -10.1% | +58.6% | -68.8% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling