+31.0%
DIS vs DUK
+157.0%
-125.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +8.9% | +8.8% | +0.1% | +5.6% |
| 3M | +14.5% | +5.0% | +9.5% | +12.4% |
| 6M | +12.2% | +4.6% | +7.6% | +10.2% |
| YTD | +4.7% | +12.6% | -7.9% | -0.2% |
| 1Y | +2.8% | +7.4% | -4.6% | -0.3% |
| 3Y | +38.1% | +63.1% | -24.9% | +11.0% |
| 5Y | -23.6% | +54.6% | -78.2% | -38.1% |
| All | +31.0% | +157.0% | -125.9% | -7.6% |
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