+74.8%
QCOM vs DUK
+51.5%
+23.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +3.4% |
| 7D | +5.1% | +0.7% | +4.4% | +5.3% |
| 30D | +4.3% | -2.0% | +6.3% | +3.6% |
| 3M | -19.6% | +0.2% | -19.8% | -19.4% |
| 6M | +29.5% | -6.9% | +36.4% | +27.1% |
| YTD | +3.4% | +6.1% | -2.8% | +5.6% |
| 1Y | +10.9% | +4.4% | +6.5% | +13.0% |
| 3Y | +74.8% | +49.1% | +25.7% | +83.1% |
| All | +74.8% | +51.5% | +23.2% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling