+64.1%
DIA vs DUK
+39.2%
+24.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -2.0% | -2.4% | +0.4% | -1.5% |
| 3M | +3.6% | -3.0% | +6.6% | +4.2% |
| 6M | +11.5% | -6.6% | +18.1% | +13.1% |
| YTD | +10.4% | +4.6% | +5.8% | +8.5% |
| 1Y | +15.6% | +1.2% | +14.3% | +14.5% |
| 3Y | +58.9% | +45.7% | +13.2% | +37.9% |
| All | +64.1% | +39.2% | +24.9% | +44.3% |
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