+1,163.5%
C vs DUK
+2,553.0%
-1,389.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +3.6% | 0.0% | +3.7% | +3.6% |
| 30D | +0.1% | -1.7% | +1.7% | +0.8% |
| 3M | +2.4% | -0.4% | +2.9% | +2.1% |
| 6M | +24.9% | -7.2% | +32.2% | +28.6% |
| YTD | +19.8% | +5.3% | +14.6% | +15.3% |
| 1Y | +44.9% | +3.0% | +41.9% | +40.7% |
| 3Y | +263.0% | +53.1% | +209.9% | +180.8% |
| 5Y | +129.5% | +37.9% | +91.6% | +84.1% |
| 10Y | +291.6% | +124.8% | +166.8% | +139.2% |
| All | +1,163.5% | +2,553.0% | -1,389.4% | +98.0% |
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