-17.2%
F vs DUK
+56.0%
-73.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -3.1% | +1.9% | -5.0% | -3.8% |
| 30D | 0.0% | +8.9% | -8.8% | -3.1% |
| 3M | -13.2% | +5.6% | -18.8% | -15.0% |
| 6M | -10.2% | +7.0% | -17.2% | -12.8% |
| YTD | -4.9% | +14.0% | -19.0% | -10.6% |
| 1Y | -6.1% | +9.1% | -15.2% | -10.1% |
| 3Y | +46.0% | +67.6% | -21.6% | +10.2% |
| All | -17.2% | +56.0% | -73.3% | -35.2% |
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