+35.5%
ORCL vs DUK
+52.6%
-17.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -15.3% | +9.8% | -25.1% | -14.2% |
| 3M | -18.2% | +3.5% | -21.7% | -17.7% |
| 6M | -38.4% | +5.0% | -43.4% | -38.0% |
| YTD | -37.7% | +12.2% | -49.9% | -37.6% |
| 1Y | -49.3% | +7.2% | -56.5% | -49.0% |
| 3Y | +10.6% | +63.0% | -52.4% | -0.8% |
| 5Y | +35.5% | +52.3% | -16.8% | +23.1% |
| All | +35.5% | +52.6% | -17.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling