+16.1%
JPM vs DUK
+7.9%
+8.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +4.1% |
| 7D | +3.8% | +4.9% | -1.1% | +3.7% |
| 30D | +6.5% | +13.8% | -7.4% | +6.6% |
| 3M | -1.0% | +5.2% | -6.2% | -1.3% |
| 6M | +15.5% | +3.5% | +12.1% | +14.6% |
| YTD | +11.4% | +13.5% | -2.1% | +11.1% |
| 1Y | +16.1% | +8.3% | +7.7% | +16.1% |
| All | +16.1% | +7.9% | +8.2% | +16.1% |
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 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