+69.0%
F vs DUK
+157.3%
-88.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +3.3% | +9.4% | -6.1% | -0.8% |
| 3M | -11.3% | +5.4% | -16.8% | -13.5% |
| 6M | +5.3% | +4.9% | +0.4% | +2.5% |
| YTD | -2.2% | +12.7% | -15.0% | -8.4% |
| 1Y | -3.5% | +7.8% | -11.3% | -7.8% |
| 3Y | +49.5% | +63.3% | -13.8% | +14.4% |
| 5Y | -13.5% | +54.2% | -67.8% | -32.5% |
| 10Y | +69.0% | +156.8% | -87.8% | +17.0% |
| All | +69.0% | +157.3% | -88.3% | +17.0% |
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