+281.8%
QCOM vs DUK
+125.8%
+156.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +9.4% | +0.2% | +9.1% | +9.3% |
| 3M | -13.7% | -1.9% | -11.8% | -13.5% |
| 6M | +28.9% | -6.5% | +35.4% | +30.6% |
| YTD | +4.7% | +5.4% | -0.7% | +2.6% |
| 1Y | +13.5% | +3.6% | +9.9% | +11.5% |
| 3Y | +77.1% | +48.1% | +29.0% | +51.1% |
| 5Y | +38.9% | +39.6% | -0.7% | +19.7% |
| 10Y | +281.8% | +131.8% | +149.9% | +176.3% |
| All | +281.8% | +125.8% | +156.0% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling