+93.1%
ORCL vs DUK
+38.9%
+54.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.6% |
| 7D | +10.9% | -0.1% | +11.0% | +10.9% |
| 30D | +7.0% | +0.2% | +6.8% | +7.1% |
| 3M | -21.2% | -1.9% | -19.3% | -21.4% |
| 6M | +7.4% | -6.5% | +13.9% | +7.3% |
| YTD | -16.3% | +5.4% | -21.7% | -16.9% |
| 1Y | -32.3% | +3.6% | -35.9% | -32.8% |
| 3Y | +32.6% | +48.1% | -15.6% | +19.3% |
| 5Y | +93.1% | +39.6% | +53.5% | +78.2% |
| All | +93.1% | +38.9% | +54.2% | +78.2% |
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