+4.4%
GOOGL vs DUK
+7.9%
-3.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.7% | +4.0% |
| 7D | -11.1% | +4.9% | -15.9% | -9.5% |
| 30D | -16.6% | +13.8% | -30.4% | -13.4% |
| 3M | -23.4% | +5.2% | -28.6% | -21.9% |
| 6M | -24.5% | +3.5% | -28.0% | -23.2% |
| YTD | -7.5% | +13.5% | -21.0% | -3.4% |
| 1Y | +4.4% | +8.3% | -3.9% | +10.4% |
| All | +4.4% | +7.9% | -3.5% | +10.4% |
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