+25,321.1%
ORCL vs DUK
+2,726.9%
+22,594.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -15.3% | +9.8% | -25.1% | -18.2% |
| 3M | -18.2% | +3.5% | -21.7% | -19.5% |
| 6M | -38.4% | +5.0% | -43.4% | -40.1% |
| YTD | -37.7% | +12.2% | -49.9% | -41.1% |
| 1Y | -49.3% | +7.2% | -56.5% | -51.4% |
| 3Y | +10.6% | +63.0% | -52.4% | -10.7% |
| 5Y | +35.5% | +52.3% | -16.8% | +11.1% |
| 10Y | +251.6% | +148.5% | +103.0% | +136.6% |
| All | +25,321.1% | +2,726.9% | +22,594.2% | +4,776.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling