+336.5%
ORCL vs DUK
+129.3%
+207.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +5.1% | -2.2% | +7.4% | +5.7% |
| 3M | -23.7% | -3.7% | -20.0% | -23.4% |
| 6M | +3.1% | -6.3% | +9.4% | +4.0% |
| YTD | -20.8% | +4.5% | -25.3% | -23.0% |
| 1Y | -52.9% | +1.8% | -54.7% | -54.0% |
| 3Y | +25.4% | +46.8% | -21.4% | +3.6% |
| 5Y | +82.4% | +40.2% | +42.2% | +52.0% |
| All | +336.5% | +129.3% | +207.2% | +209.3% |
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