+26.5%
BAC vs DUK
+1.8%
+24.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.9% | -1.7% | +0.8% | -1.0% |
| 3M | +16.3% | -0.4% | +16.8% | +16.3% |
| 6M | +26.0% | -7.2% | +33.2% | +24.3% |
| YTD | +15.2% | +5.3% | +10.0% | +14.4% |
| 1Y | +26.5% | +3.0% | +23.6% | +27.0% |
| All | +26.5% | +1.8% | +24.7% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling