+108.3%
META vs DUK
+52.6%
+55.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.7% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -1.7% | +6.4% | +4.1% |
| 3M | -1.6% | -0.4% | -1.2% | -1.5% |
| 6M | -7.5% | -7.2% | -0.2% | -9.4% |
| YTD | -6.4% | +5.3% | -11.6% | -4.4% |
| 1Y | -17.3% | +3.0% | -20.3% | -16.0% |
| All | +108.3% | +52.6% | +55.7% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling