+46.2%
MSFT vs DUK
+65.4%
-19.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.5% |
| 7D | -1.3% | +1.9% | -3.2% | -0.8% |
| 30D | -1.8% | +8.9% | -10.7% | +0.4% |
| 3M | +5.6% | +5.6% | +0.1% | +7.2% |
| 6M | +29.8% | +7.0% | +22.8% | +32.2% |
| YTD | +9.0% | +14.0% | -5.0% | +12.2% |
| 1Y | +4.9% | +9.1% | -4.1% | +7.4% |
| 3Y | +46.2% | +67.6% | -21.4% | +54.7% |
| All | +46.2% | +65.4% | -19.1% | +54.7% |
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