-12.2%
BKNG vs DUK
+8.4%
-20.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.4% | +7.4% | +9.8% |
| 7D | +15.6% | +4.9% | +10.7% | +15.7% |
| 30D | +8.0% | +13.8% | -5.9% | +9.2% |
| 3M | -11.8% | +5.2% | -17.0% | -12.0% |
| 6M | +3.8% | +3.5% | +0.3% | +2.7% |
| YTD | -19.6% | +13.5% | -33.1% | -14.4% |
| All | -12.2% | +8.4% | -20.5% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling