+46.5%
F vs DUK
+42.3%
+4.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.1% | -4.5% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | +1.2% | -2.0% | +3.3% | +1.9% |
| 3M | -5.7% | +0.2% | -5.9% | -6.1% |
| 6M | +17.9% | -6.9% | +24.8% | +20.6% |
| YTD | +10.4% | +6.1% | +4.3% | +6.8% |
| 1Y | +25.3% | +4.4% | +20.9% | +21.7% |
| 3Y | +37.5% | +49.1% | -11.7% | +10.7% |
| 5Y | +46.5% | +39.6% | +7.0% | +22.1% |
| All | +46.5% | +42.3% | +4.2% | +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 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