+14.9%
BABA vs DUK
+184.8%
-169.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -3.6% | -0.6% | -2.9% | -3.5% |
| 30D | -8.4% | +9.4% | -17.8% | -9.1% |
| 3M | -20.6% | +5.4% | -26.0% | -20.9% |
| 6M | -25.4% | +4.9% | -30.3% | -25.8% |
| YTD | -30.1% | +12.7% | -42.8% | -31.1% |
| 1Y | -36.3% | +7.8% | -44.1% | -36.9% |
| 3Y | +30.4% | +63.3% | -32.9% | +22.1% |
| 5Y | -35.7% | +54.2% | -90.0% | -39.8% |
| 10Y | +16.0% | +156.8% | -140.8% | +0.4% |
| All | +14.9% | +184.8% | -169.9% | +1.6% |
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 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