+143.8%
IBM vs DUK
+129.4%
+14.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.6% | -0.7% | +4.2% | +3.9% |
| 30D | +3.1% | -2.4% | +5.5% | +4.1% |
| 3M | -10.8% | -3.0% | -7.9% | -9.8% |
| 6M | -0.8% | -6.6% | +5.7% | +1.7% |
| YTD | -16.2% | +4.6% | -20.7% | -18.5% |
| 1Y | -2.9% | +1.2% | -4.1% | -4.3% |
| 3Y | +79.8% | +45.7% | +34.2% | +47.0% |
| 5Y | +124.9% | +40.3% | +84.6% | +84.8% |
| All | +143.8% | +129.4% | +14.4% | +68.5% |
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 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