-49.5%
ORCL vs DUK
+7.9%
-57.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | +1.2% |
| 7D | -14.4% | +4.9% | -19.3% | -8.7% |
| 30D | -12.8% | +13.8% | -26.7% | +3.3% |
| 3M | -14.8% | +5.2% | -20.0% | -9.2% |
| 6M | -30.9% | +3.5% | -34.3% | -26.1% |
| YTD | -35.7% | +13.5% | -49.1% | -22.1% |
| 1Y | -49.5% | +8.3% | -57.8% | -39.6% |
| All | -49.5% | +7.9% | -57.4% | -39.6% |
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