+1,458.7%
DIS vs DUK
+2,553.0%
-1,094.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +3.5% | -1.7% | +5.2% | +4.1% |
| 3M | +6.8% | -0.4% | +7.3% | +6.9% |
| 6M | +3.0% | -7.2% | +10.2% | +5.4% |
| YTD | -6.7% | +5.3% | -12.0% | -8.7% |
| 1Y | -10.1% | +3.0% | -13.0% | -11.4% |
| 3Y | +33.0% | +53.1% | -20.0% | +12.2% |
| 5Y | -40.0% | +37.9% | -77.9% | -47.9% |
| 10Y | +21.1% | +124.8% | -103.8% | -13.2% |
| All | +1,458.7% | +2,553.0% | -1,094.3% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling