+2,413.6%
IBM vs DUK
+2,553.0%
-139.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | -1.7% | +2.0% | +0.7% |
| 3M | -21.6% | -0.4% | -21.2% | -21.6% |
| 6M | -4.7% | -7.2% | +2.5% | -2.8% |
| YTD | -19.1% | +5.3% | -24.3% | -20.7% |
| 1Y | -2.5% | +3.0% | -5.5% | -3.9% |
| 3Y | +74.2% | +53.1% | +21.1% | +51.2% |
| 5Y | +113.1% | +37.9% | +75.2% | +89.8% |
| 10Y | +133.5% | +124.8% | +8.7% | +79.9% |
| All | +2,413.6% | +2,553.0% | -139.4% | +818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling