+147.5%
GE vs DUK
+129.4%
+18.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.0% | -0.7% | -3.3% | -3.7% |
| 30D | -11.4% | -2.4% | -9.0% | -10.5% |
| 3M | -2.6% | -3.0% | +0.4% | -1.7% |
| 6M | -0.3% | -6.6% | +6.2% | +2.0% |
| YTD | +5.4% | +4.6% | +0.8% | +2.5% |
| 1Y | +15.5% | +1.2% | +14.3% | +13.8% |
| 3Y | +260.8% | +45.7% | +215.1% | +192.8% |
| 5Y | +421.6% | +40.3% | +381.3% | +324.2% |
| All | +147.5% | +129.4% | +18.0% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling