+375.1%
META vs DUK
+126.2%
+248.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | +3.6% | -2.0% | +5.6% | +4.0% |
| 3M | +4.9% | +0.2% | +4.7% | +4.7% |
| 6M | -4.7% | -6.9% | +2.2% | -3.6% |
| YTD | -6.9% | +6.1% | -13.0% | -8.5% |
| 1Y | -18.2% | +4.4% | -22.6% | -19.5% |
| 3Y | +107.8% | +49.1% | +58.6% | +81.6% |
| 5Y | +63.9% | +39.6% | +24.3% | +44.8% |
| 10Y | +375.1% | +125.1% | +249.9% | +261.9% |
| All | +375.1% | +126.2% | +248.9% | +261.9% |
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