+4,404.4%
DELL vs DUK
+129.4%
+4,275.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +11.9% | +12.0% |
| 7D | +8.2% | -0.7% | +8.9% | +8.4% |
| 30D | +17.1% | -2.4% | +19.5% | +17.6% |
| 3M | +45.2% | -3.0% | +48.2% | +45.5% |
| 6M | +286.8% | -6.6% | +293.3% | +289.9% |
| YTD | +354.8% | +4.6% | +350.2% | +347.4% |
| 1Y | +358.3% | +1.2% | +357.0% | +353.2% |
| 3Y | +724.9% | +45.7% | +679.2% | +611.3% |
| 5Y | +1,193.7% | +40.3% | +1,153.4% | +1,017.3% |
| All | +4,404.4% | +129.4% | +4,275.0% | +3,249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling