+383.1%
DUK vs SCHG
+1,132.2%
-749.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -0.7% | -1.0% | +0.4% | -0.4% |
| 30D | -2.4% | -1.3% | -1.2% | -2.1% |
| 3M | -3.0% | +5.4% | -8.4% | -4.6% |
| 6M | -6.6% | +14.4% | -21.0% | -10.6% |
| YTD | +4.6% | +8.0% | -3.5% | +1.7% |
| 1Y | +1.2% | +12.7% | -11.5% | -3.1% |
| 3Y | +45.7% | +85.6% | -39.9% | +14.4% |
| 5Y | +40.3% | +85.5% | -45.2% | +7.6% |
| 10Y | +129.9% | +456.0% | -326.1% | +7.6% |
| All | +383.1% | +1,132.2% | -749.2% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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