+143.3%
DELL vs DUK
+7.9%
+135.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.3% | -6.4% |
| 7D | -24.6% | +4.9% | -29.5% | -20.8% |
| 30D | -32.5% | +13.8% | -46.3% | -24.1% |
| 3M | -20.2% | +5.2% | -25.4% | -15.9% |
| 6M | +76.5% | +3.5% | +73.0% | +88.3% |
| YTD | +198.9% | +13.5% | +185.5% | +246.5% |
| 1Y | +143.3% | +8.3% | +135.0% | +179.0% |
| All | +143.3% | +7.9% | +135.5% | +179.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling