+51.9%
QCOM vs DUK
+63.5%
-11.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.7% |
| 7D | +2.0% | -0.6% | +2.6% | +1.7% |
| 30D | +1.2% | +9.4% | -8.2% | +4.8% |
| 3M | +9.1% | +5.4% | +3.7% | +11.6% |
| 6M | -25.0% | +4.9% | -29.9% | -23.2% |
| YTD | +4.8% | +12.7% | -7.9% | +10.3% |
| 1Y | +3.6% | +7.8% | -4.2% | +7.5% |
| All | +51.9% | +63.5% | -11.5% | +69.0% |
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 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