+112.4%
C vs DUK
+54.0%
+58.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.7% | -1.1% | +5.9% | +4.9% |
| 30D | +0.2% | +8.8% | -8.6% | -0.9% |
| 3M | -9.3% | +5.0% | -14.4% | -9.9% |
| 6M | -0.8% | +4.6% | -5.5% | -1.6% |
| YTD | +8.5% | +12.6% | -4.1% | +5.7% |
| 1Y | +23.1% | +7.4% | +15.7% | +21.1% |
| 3Y | +220.8% | +63.1% | +157.7% | +173.1% |
| 5Y | +112.4% | +54.6% | +57.8% | +84.7% |
| All | +112.4% | +54.0% | +58.4% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling