+462.9%
META vs DUK
+160.3%
+302.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | +5.2% | +1.9% | +3.2% | +4.8% |
| 30D | -13.0% | +8.9% | -21.9% | -14.4% |
| 3M | +7.9% | +5.6% | +2.4% | +6.8% |
| 6M | +4.2% | +7.0% | -2.7% | +2.7% |
| YTD | -2.5% | +14.0% | -16.6% | -5.5% |
| 1Y | +5.6% | +9.1% | -3.5% | +3.3% |
| 3Y | +96.8% | +67.6% | +29.2% | +67.8% |
| 5Y | +90.0% | +56.6% | +33.4% | +63.7% |
| All | +462.9% | +160.3% | +302.6% | +317.6% |
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