-41.5%
DIS vs DUK
+42.3%
-83.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | +0.1% | -2.0% | +2.2% | +0.5% |
| 3M | +7.1% | +0.2% | +6.9% | +7.0% |
| 6M | +4.3% | -6.9% | +11.2% | +5.6% |
| YTD | -6.9% | +6.1% | -13.1% | -8.2% |
| 1Y | -10.3% | +4.4% | -14.7% | -11.3% |
| 3Y | +32.8% | +49.1% | -16.3% | +18.4% |
| 5Y | -41.5% | +39.6% | -81.0% | -46.9% |
| All | -41.5% | +42.3% | -83.8% | -46.9% |
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