+209.9%
ON vs DUK
+678.3%
-468.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +2.4% | 0.0% | +2.5% | +2.4% |
| 30D | -3.3% | -1.7% | -1.6% | -2.7% |
| 3M | -43.6% | -0.4% | -43.1% | -43.9% |
| 6M | +19.0% | -7.2% | +26.2% | +21.0% |
| YTD | +37.4% | +5.3% | +32.1% | +33.2% |
| 1Y | +54.8% | +3.0% | +51.8% | +50.7% |
| 3Y | -25.2% | +53.1% | -78.2% | -39.3% |
| 5Y | +62.7% | +37.9% | +24.8% | +35.4% |
| 10Y | +574.3% | +124.8% | +449.5% | +349.8% |
| All | +209.9% | +678.3% | -468.4% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling