+1,511.3%
META vs DUK
+257.4%
+1,253.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.4% | +10.6% | -26.0% | -17.1% |
| 3M | +3.5% | +4.0% | -0.5% | +2.6% |
| 6M | -0.3% | +3.6% | -3.8% | -1.2% |
| YTD | -7.3% | +11.9% | -19.2% | -9.9% |
| 1Y | -1.1% | +6.7% | -7.8% | -2.9% |
| 3Y | +95.1% | +59.4% | +35.6% | +69.7% |
| 5Y | +80.6% | +52.4% | +28.2% | +57.6% |
| 10Y | +410.1% | +148.2% | +262.0% | +287.4% |
| All | +1,511.3% | +257.4% | +1,253.9% | +1,038.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling