+32.9%
BABA vs DUK
+51.5%
-18.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.1% |
| 30D | -12.3% | -2.0% | -10.2% | -12.5% |
| 3M | -5.3% | +0.2% | -5.5% | -5.4% |
| 6M | -13.1% | -6.9% | -6.2% | -13.6% |
| YTD | -22.4% | +6.1% | -28.6% | -22.4% |
| 1Y | -19.5% | +4.4% | -23.9% | -19.6% |
| 3Y | +32.9% | +49.1% | -16.2% | +25.6% |
| All | +32.9% | +51.5% | -18.6% | +25.6% |
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