+7.8%
GOOG vs DUK
-6.2%
+14.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.4% |
| 7D | -2.5% | -1.7% | -0.8% | -2.9% |
| 30D | -3.6% | -2.2% | -1.4% | -4.1% |
| 3M | -6.4% | -3.7% | -2.7% | -7.5% |
| 6M | +7.8% | -6.3% | +14.1% | +6.5% |
| All | +7.8% | -6.2% | +14.0% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling