+49.6%
ON vs DUK
+38.3%
+11.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.3% |
| 7D | -4.7% | -1.7% | -3.1% | -4.9% |
| 30D | -13.5% | -2.2% | -11.2% | -13.7% |
| 3M | -36.3% | -3.7% | -32.6% | -36.6% |
| 6M | +17.8% | -6.3% | +24.1% | +17.1% |
| YTD | +29.6% | +4.5% | +25.1% | +29.5% |
| 1Y | +45.8% | +1.8% | +44.0% | +45.5% |
| 3Y | -28.3% | +46.8% | -75.2% | -33.1% |
| 5Y | +49.6% | +40.2% | +9.4% | +40.8% |
| All | +49.6% | +38.3% | +11.3% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling