+207.2%
C vs DUK
+157.0%
+50.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.7% | -1.1% | +5.9% | +5.2% |
| 30D | +0.2% | +8.8% | -8.6% | -3.5% |
| 3M | -9.3% | +5.0% | -14.4% | -11.4% |
| 6M | -0.8% | +4.6% | -5.5% | -3.4% |
| YTD | +8.5% | +12.6% | -4.1% | +1.4% |
| 1Y | +23.1% | +7.4% | +15.7% | +17.5% |
| 3Y | +220.8% | +63.1% | +157.7% | +139.6% |
| 5Y | +112.4% | +54.6% | +57.8% | +59.7% |
| All | +207.2% | +157.0% | +50.2% | +121.9% |
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