+507.9%
F vs DUK
+2,745.4%
-2,237.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +1.0% | +1.9% | -1.0% | +0.2% |
| 30D | +2.1% | +10.5% | -8.4% | -1.8% |
| 3M | -10.3% | +7.3% | -17.6% | -12.8% |
| 6M | +3.3% | +5.7% | -2.4% | +0.7% |
| YTD | -2.0% | +12.9% | -14.9% | -7.1% |
| 1Y | -2.3% | +8.6% | -10.9% | -6.1% |
| 3Y | +49.9% | +63.5% | -13.6% | +21.7% |
| 5Y | -12.5% | +52.4% | -64.8% | -27.3% |
| 10Y | +74.3% | +157.4% | -83.2% | +16.6% |
| All | +507.9% | +2,745.4% | -2,237.6% | +42.7% |
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