+130.2%
C vs DUK
+39.9%
+90.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | +3.2% | +0.7% | +2.5% | +3.1% |
| 30D | +1.3% | -2.0% | +3.3% | +1.6% |
| 3M | +3.1% | +0.2% | +2.9% | +2.9% |
| 6M | +29.6% | -6.9% | +36.5% | +30.8% |
| YTD | +19.0% | +6.1% | +12.8% | +16.8% |
| 1Y | +45.6% | +4.4% | +41.2% | +43.4% |
| 3Y | +269.3% | +49.1% | +220.2% | +220.5% |
| All | +130.2% | +39.9% | +90.3% | +105.2% |
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