+22.5%
F vs DUK
+3.7%
+18.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -4.0% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -2.9% | +0.2% | -3.1% | -2.8% |
| 3M | -9.1% | -1.9% | -7.2% | -9.3% |
| 6M | +12.9% | -6.5% | +19.5% | +12.6% |
| YTD | +6.1% | +5.4% | +0.6% | +5.5% |
| 1Y | +22.5% | +3.6% | +19.0% | +22.1% |
| All | +22.5% | +3.7% | +18.9% | +22.1% |
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