+391.9%
BAC vs DUK
+129.3%
+262.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.5% |
| 30D | -1.8% | -2.2% | +0.5% | -0.8% |
| 3M | +15.3% | -3.7% | +19.0% | +16.9% |
| 6M | +30.2% | -6.3% | +36.5% | +33.3% |
| YTD | +15.6% | +4.5% | +11.1% | +12.3% |
| 1Y | +27.5% | +1.8% | +25.6% | +25.1% |
| 3Y | +137.0% | +46.8% | +90.2% | +90.6% |
| 5Y | +75.6% | +40.2% | +35.3% | +41.9% |
| All | +391.9% | +129.3% | +262.5% | +281.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling