+1,102.1%
BAC vs DUK
+2,774.5%
-1,672.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | +3.2% | +1.9% | +1.3% | +2.4% |
| 30D | -0.7% | +8.9% | -9.6% | -4.4% |
| 3M | -20.0% | +5.6% | -25.5% | -22.0% |
| 6M | +3.4% | +7.0% | -3.5% | 0.0% |
| YTD | -5.7% | +14.0% | -19.8% | -11.8% |
| 1Y | -1.4% | +9.1% | -10.5% | -6.0% |
| 3Y | +97.9% | +67.6% | +30.3% | +53.9% |
| 5Y | +22.9% | +56.6% | -33.7% | -2.8% |
| 10Y | +235.3% | +159.8% | +75.5% | +109.4% |
| All | +1,102.1% | +2,774.5% | -1,672.4% | +155.0% |
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 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