+615.0%
F vs DUK
+2,553.0%
-1,938.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.8% |
| 7D | +5.3% | 0.0% | +5.4% | +5.3% |
| 30D | +4.6% | -1.7% | +6.3% | +5.2% |
| 3M | -3.7% | -0.4% | -3.2% | -3.9% |
| 6M | +16.8% | -7.2% | +24.1% | +19.6% |
| YTD | +15.3% | +5.3% | +10.0% | +12.3% |
| 1Y | +31.0% | +3.0% | +28.1% | +28.4% |
| 3Y | +45.4% | +53.1% | -7.6% | +21.2% |
| 5Y | +54.7% | +37.9% | +16.7% | +33.3% |
| 10Y | +98.2% | +124.8% | -26.6% | +39.5% |
| All | +615.0% | +2,553.0% | -1,938.0% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling