-12.7%
BABA vs DUK
+1.8%
-14.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +0.8% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -11.9% | -1.7% | -10.2% | -12.6% |
| 3M | -9.3% | -0.4% | -8.8% | -9.5% |
| 6M | -14.2% | -7.2% | -7.0% | -17.8% |
| YTD | -22.0% | +5.3% | -27.3% | -18.3% |
| 1Y | -12.7% | +3.0% | -15.7% | -8.8% |
| All | -12.7% | +1.8% | -14.5% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling