+23.5%
DIS vs DUK
+129.4%
-105.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.2% | -0.7% | +1.8% | +1.4% |
| 30D | +3.2% | -2.4% | +5.7% | +4.1% |
| 3M | +7.0% | -3.0% | +10.0% | +8.1% |
| 6M | +6.4% | -6.6% | +13.0% | +8.8% |
| YTD | -5.6% | +4.6% | -10.2% | -7.5% |
| 1Y | -7.7% | +1.2% | -8.9% | -8.6% |
| 3Y | +33.2% | +45.7% | -12.5% | +12.0% |
| 5Y | -40.3% | +40.3% | -80.6% | -49.7% |
| All | +23.5% | +129.4% | -105.9% | -10.1% |
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