+270.3%
ORCL vs DUK
+160.3%
+109.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +8.0% | +1.9% | +6.0% | +7.5% |
| 30D | -4.0% | +8.9% | -12.9% | -6.1% |
| 3M | -19.5% | +5.6% | -25.0% | -20.7% |
| 6M | -33.5% | +7.0% | -40.4% | -35.2% |
| YTD | -34.8% | +14.0% | -48.9% | -38.1% |
| 1Y | -41.6% | +9.1% | -50.7% | -43.8% |
| 3Y | +13.8% | +67.6% | -53.8% | -10.1% |
| 5Y | +43.4% | +56.6% | -13.2% | +15.3% |
| All | +270.3% | +160.3% | +109.9% | +154.7% |
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