+119.2%
ORLY vs DUK
+39.2%
+79.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -6.8% | -2.4% | -4.3% | -5.9% |
| 3M | -4.8% | -3.0% | -1.8% | -3.7% |
| 6M | -9.1% | -6.6% | -2.5% | -6.9% |
| YTD | -5.9% | +4.6% | -10.5% | -7.3% |
| 1Y | -20.4% | +1.2% | -21.6% | -20.7% |
| 3Y | +36.6% | +45.7% | -9.1% | +21.8% |
| All | +119.2% | +39.2% | +79.9% | +96.0% |
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