+16.3%
BABA vs DUK
+185.1%
-168.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +2.4% | +1.9% | +0.4% | +2.2% |
| 30D | -7.8% | +10.5% | -18.3% | -8.5% |
| 3M | -22.4% | +7.3% | -29.7% | -22.8% |
| 6M | -26.0% | +5.7% | -31.6% | -26.4% |
| YTD | -29.3% | +12.9% | -42.2% | -30.3% |
| 1Y | -37.5% | +8.6% | -46.1% | -38.1% |
| 3Y | +31.9% | +63.5% | -31.6% | +23.5% |
| 5Y | -33.4% | +52.4% | -85.8% | -37.5% |
| 10Y | +15.7% | +157.4% | -141.7% | +0.1% |
| All | +16.3% | +185.1% | -168.9% | +2.8% |
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 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