+246.0%
ORCL vs DUK
+151.3%
+94.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -6.5% | +1.9% | -8.4% | -6.9% |
| 30D | -16.6% | +10.5% | -27.1% | -18.8% |
| 3M | -21.6% | +7.3% | -28.9% | -23.2% |
| 6M | -39.4% | +5.7% | -45.0% | -40.7% |
| YTD | -38.7% | +12.9% | -51.5% | -41.6% |
| 1Y | -50.4% | +8.6% | -58.9% | -52.2% |
| 3Y | +8.1% | +63.5% | -55.4% | -13.8% |
| 5Y | +34.5% | +52.4% | -17.8% | +9.3% |
| 10Y | +246.0% | +157.4% | +88.6% | +138.9% |
| All | +246.0% | +151.3% | +94.7% | +138.9% |
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