-7.3%
DIS vs DUK
+2.6%
-9.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -1.3% | -1.7% | +0.4% | -1.0% |
| 30D | +2.2% | -2.2% | +4.5% | +2.6% |
| 3M | +8.1% | -3.7% | +11.8% | +8.9% |
| 6M | +5.2% | -6.3% | +11.6% | +6.1% |
| YTD | -6.3% | +4.5% | -10.8% | -7.2% |
| 1Y | -7.3% | +1.8% | -9.1% | -8.6% |
| All | -7.3% | +2.6% | -9.9% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling