+16.7%
BABA vs DUK
+125.8%
-109.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -2.2% | -0.1% | -2.0% | -2.1% |
| 30D | -17.3% | +0.2% | -17.6% | -17.3% |
| 3M | -7.8% | -1.9% | -5.9% | -7.7% |
| 6M | -16.8% | -6.5% | -10.2% | -16.4% |
| YTD | -24.7% | +5.4% | -30.1% | -25.3% |
| 1Y | -24.9% | +3.6% | -28.5% | -25.5% |
| 3Y | +29.1% | +48.1% | -19.0% | +21.5% |
| 5Y | -30.5% | +39.6% | -70.1% | -34.5% |
| 10Y | +16.7% | +131.8% | -115.1% | -1.0% |
| All | +16.7% | +125.8% | -109.1% | -1.0% |
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