+1,145.9%
DELL vs DUK
+39.2%
+1,106.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +11.9% | +12.0% |
| 7D | +8.2% | -0.7% | +8.9% | +8.1% |
| 30D | +17.1% | -2.4% | +19.5% | +16.4% |
| 3M | +45.2% | -3.0% | +48.2% | +44.3% |
| 6M | +286.8% | -6.6% | +293.3% | +283.8% |
| YTD | +354.8% | +4.6% | +350.2% | +358.9% |
| 1Y | +358.3% | +1.2% | +357.0% | +360.9% |
| 3Y | +724.9% | +45.7% | +679.2% | +707.3% |
| All | +1,145.9% | +39.2% | +1,106.7% | +1,137.7% |
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 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