+422.4%
GE vs DUK
+38.3%
+384.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -11.9% | -2.2% | -9.7% | -11.6% |
| 3M | +1.8% | -3.7% | +5.5% | +2.4% |
| 6M | -0.6% | -6.3% | +5.7% | +0.4% |
| YTD | +5.5% | +4.5% | +1.0% | +4.1% |
| 1Y | +15.0% | +1.8% | +13.1% | +13.9% |
| 3Y | +269.5% | +46.8% | +222.7% | +228.7% |
| 5Y | +422.4% | +40.2% | +382.2% | +375.6% |
| All | +422.4% | +38.3% | +384.1% | +375.6% |
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