+1,044.0%
C vs DUK
+2,774.5%
-1,730.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | +4.2% | +1.9% | +2.2% | +3.2% |
| 30D | +2.0% | +8.9% | -6.9% | -2.4% |
| 3M | -10.1% | +5.6% | -15.7% | -12.7% |
| 6M | +1.0% | +7.0% | -6.0% | -3.1% |
| YTD | +8.5% | +14.0% | -5.6% | +0.1% |
| 1Y | +25.7% | +9.1% | +16.6% | +18.5% |
| 3Y | +216.0% | +67.6% | +148.4% | +133.3% |
| 5Y | +112.3% | +56.6% | +55.7% | +59.5% |
| 10Y | +217.8% | +159.8% | +58.0% | +80.5% |
| All | +1,044.0% | +2,774.5% | -1,730.5% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling