+152.5%
JPM vs DUK
+39.2%
+113.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -2.5% | -2.4% | 0.0% | -1.9% |
| 3M | +14.1% | -3.0% | +17.1% | +14.7% |
| 6M | +25.1% | -6.6% | +31.6% | +26.6% |
| YTD | +12.1% | +4.6% | +7.6% | +10.4% |
| 1Y | +18.8% | +1.2% | +17.6% | +17.8% |
| 3Y | +163.4% | +45.7% | +117.8% | +131.0% |
| All | +152.5% | +39.2% | +113.3% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling