+629.3%
ON vs DUK
+129.4%
+499.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -0.7% | +3.0% | +2.5% |
| 30D | -8.6% | -2.4% | -6.2% | -8.1% |
| 3M | -34.3% | -3.0% | -31.3% | -34.2% |
| 6M | +28.5% | -6.6% | +35.1% | +29.8% |
| YTD | +40.6% | +4.6% | +36.1% | +37.5% |
| 1Y | +55.3% | +1.2% | +54.1% | +52.8% |
| 3Y | -22.2% | +45.7% | -67.9% | -34.5% |
| 5Y | +62.4% | +40.3% | +22.1% | +36.3% |
| All | +629.3% | +129.4% | +499.9% | +461.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling