+147.3%
IBM vs DUK
+160.3%
-13.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +1.6% | +1.9% | -0.4% | +0.7% |
| 30D | +9.2% | +8.9% | +0.3% | +5.2% |
| 3M | +4.9% | +5.6% | -0.6% | +2.3% |
| 6M | +16.8% | +7.0% | +9.8% | +13.0% |
| YTD | -14.3% | +14.0% | -28.3% | -19.8% |
| 1Y | -16.7% | +9.1% | -25.8% | -20.6% |
| 3Y | +82.2% | +67.6% | +14.7% | +39.4% |
| 5Y | +149.9% | +56.6% | +93.4% | +95.0% |
| All | +147.3% | +160.3% | -13.1% | +59.8% |
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