+294.7%
C vs DUK
+125.8%
+168.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | +2.8% | -1.9% | +4.7% | +3.2% |
| 6M | +30.6% | -6.5% | +37.1% | +33.5% |
| YTD | +19.9% | +5.4% | +14.4% | +15.6% |
| 1Y | +44.6% | +3.6% | +41.0% | +40.2% |
| 3Y | +272.1% | +48.1% | +224.0% | +193.0% |
| 5Y | +132.0% | +39.6% | +92.4% | +84.9% |
| 10Y | +294.7% | +131.8% | +162.8% | +190.9% |
| All | +294.7% | +125.8% | +168.9% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling