+1,376.8%
BAC vs DUK
+2,553.0%
-1,176.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -1.7% | +1.3% | +0.3% |
| 3M | +16.9% | -0.4% | +17.4% | +16.8% |
| 6M | +26.6% | -7.2% | +33.9% | +30.2% |
| YTD | +15.8% | +5.3% | +10.5% | +12.4% |
| 1Y | +27.2% | +3.0% | +24.2% | +24.4% |
| 3Y | +132.4% | +53.1% | +79.3% | +88.1% |
| 5Y | +72.6% | +37.9% | +34.6% | +44.4% |
| 10Y | +389.7% | +124.8% | +264.9% | +224.9% |
| All | +1,376.8% | +2,553.0% | -1,176.2% | +224.8% |
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