+95.9%
BAC vs DUK
+63.2%
+32.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | -1.1% | +2.7% | +1.7% |
| 30D | -6.4% | +8.8% | -15.2% | -7.4% |
| 3M | -21.7% | +5.0% | -26.7% | -22.2% |
| 6M | +0.5% | +4.6% | -4.1% | -0.3% |
| YTD | -6.7% | +12.6% | -19.3% | -9.0% |
| 1Y | -4.7% | +7.4% | -12.1% | -6.1% |
| All | +95.9% | +63.2% | +32.7% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling