+1,090.1%
BAC vs DUK
+2,737.7%
-1,647.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | -1.1% | +2.7% | +2.0% |
| 30D | -6.4% | +8.8% | -15.2% | -9.9% |
| 3M | -21.7% | +5.0% | -26.7% | -23.4% |
| 6M | +0.5% | +4.6% | -4.1% | -1.9% |
| YTD | -6.7% | +12.6% | -19.3% | -12.2% |
| 1Y | -4.7% | +7.4% | -12.1% | -8.5% |
| 3Y | +96.1% | +63.1% | +33.0% | +54.3% |
| 5Y | +21.7% | +54.6% | -32.9% | -3.2% |
| 10Y | +232.0% | +156.5% | +75.5% | +108.4% |
| All | +1,090.1% | +2,737.7% | -1,647.6% | +153.8% |
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