-0.3%
MSFT vs DUK
+1.9%
-2.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -0.8% | -0.7% | -0.1% | -1.1% |
| 30D | +0.8% | -2.4% | +3.3% | -0.3% |
| 3M | +27.2% | -3.0% | +30.2% | +25.3% |
| 6M | +22.9% | -6.6% | +29.5% | +20.5% |
| YTD | +3.1% | +4.6% | -1.4% | +2.7% |
| 1Y | -0.3% | +1.2% | -1.5% | -0.8% |
| All | -0.3% | +1.9% | -2.1% | -0.8% |
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 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