+55.3%
ON vs DUK
+1.9%
+53.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -0.7% | +3.0% | +1.8% |
| 30D | -8.6% | -2.4% | -6.2% | -10.4% |
| 3M | -34.3% | -3.0% | -31.3% | -35.8% |
| 6M | +28.5% | -6.6% | +35.1% | +23.3% |
| YTD | +40.6% | +4.6% | +36.1% | +45.4% |
| 1Y | +55.3% | +1.2% | +54.1% | +56.1% |
| All | +55.3% | +1.9% | +53.5% | +56.1% |
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