+53,204.8%
ORLY vs DUK
+1,443.7%
+51,761.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -2.1% | -1.7% | -0.5% | -1.7% |
| 30D | -7.6% | -2.2% | -5.4% | -7.0% |
| 3M | -5.5% | -3.7% | -1.8% | -4.4% |
| 6M | -9.7% | -6.3% | -3.4% | -8.0% |
| YTD | -6.2% | +4.5% | -10.8% | -7.5% |
| 1Y | -18.6% | +1.8% | -20.5% | -19.1% |
| 3Y | +33.8% | +46.8% | -13.0% | +19.1% |
| 5Y | +116.5% | +40.2% | +76.3% | +93.9% |
| 10Y | +361.0% | +129.8% | +231.2% | +258.7% |
| All | +53,204.8% | +1,443.7% | +51,761.2% | +27,541.5% |
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