+2.7%
META vs DUK
+7.6%
-4.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +3.1% | -1.1% | +4.2% | +2.5% |
| 30D | -18.2% | +8.8% | -27.0% | -14.7% |
| 3M | +7.8% | +5.0% | +2.8% | +11.0% |
| 6M | +3.6% | +4.6% | -1.0% | +6.9% |
| YTD | -5.3% | +12.6% | -17.9% | -1.0% |
| 1Y | +2.7% | +7.4% | -4.7% | +8.3% |
| All | +2.7% | +7.6% | -4.9% | +8.3% |
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