+73.0%
IBM vs DUK
+47.1%
+25.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | -1.8% | -2.2% | +0.4% | -1.5% |
| 3M | -13.5% | -3.7% | -9.8% | -12.9% |
| 6M | -5.1% | -6.3% | +1.2% | -4.0% |
| YTD | -19.4% | +4.5% | -23.9% | -20.5% |
| 1Y | -6.5% | +1.8% | -8.4% | -7.2% |
| All | +73.0% | +47.1% | +25.9% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling