+28.2%
BABA vs DUK
+165.9%
-137.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -11.9% | -1.7% | -10.2% | -11.8% |
| 3M | -9.3% | -0.4% | -8.8% | -9.4% |
| 6M | -14.2% | -7.2% | -7.0% | -13.8% |
| YTD | -22.0% | +5.3% | -27.3% | -22.7% |
| 1Y | -12.7% | +3.0% | -15.7% | -13.3% |
| 3Y | +26.7% | +53.1% | -26.4% | +19.2% |
| 5Y | -29.3% | +37.9% | -67.3% | -33.0% |
| 10Y | +21.2% | +124.8% | -103.6% | +6.3% |
| All | +28.2% | +165.9% | -137.7% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling