-32.3%
ORCL vs DUK
+3.7%
-36.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -1.4% |
| 7D | +10.9% | -0.1% | +11.0% | +10.7% |
| 30D | +7.0% | +0.2% | +6.8% | +7.6% |
| 3M | -21.2% | -1.9% | -19.3% | -22.3% |
| 6M | +7.4% | -6.5% | +13.9% | +3.0% |
| YTD | -16.3% | +5.4% | -21.7% | -10.7% |
| 1Y | -32.3% | +3.6% | -35.9% | -32.4% |
| All | -32.3% | +3.7% | -36.0% | -32.4% |
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