+40.0%
GLW vs DUK
+8.9%
+31.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -3.5% |
| 7D | +7.7% | +1.9% | +5.8% | +9.1% |
| 30D | -18.8% | +8.9% | -27.7% | -14.7% |
| 3M | -27.7% | +5.6% | -33.3% | -25.1% |
| 6M | -44.4% | +7.0% | -51.4% | -42.0% |
| YTD | +31.3% | +14.0% | +17.2% | +37.6% |
| 1Y | +40.0% | +9.1% | +31.0% | +42.4% |
| All | +40.0% | +8.9% | +31.1% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling