+31.5%
OXY vs DUK
+1.8%
+29.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +11.6% | -1.7% | +13.3% | +11.8% |
| 3M | +2.8% | -0.4% | +3.3% | +2.9% |
| 6M | +13.0% | -7.2% | +20.3% | +15.7% |
| YTD | +47.4% | +5.3% | +42.1% | +46.2% |
| 1Y | +31.5% | +3.0% | +28.5% | +29.6% |
| All | +31.5% | +1.8% | +29.6% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling