+1,564.8%
QQQ vs DUK
+736.0%
+828.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.6% | +0.2% | -0.9% | -0.7% |
| 3M | +1.3% | -1.9% | +3.2% | +1.6% |
| 6M | +18.1% | -6.5% | +24.7% | +19.9% |
| YTD | +16.9% | +5.4% | +11.4% | +14.3% |
| 1Y | +24.0% | +3.6% | +20.4% | +21.7% |
| 3Y | +95.6% | +48.1% | +47.5% | +69.1% |
| 5Y | +94.5% | +39.6% | +54.9% | +70.0% |
| 10Y | +571.7% | +131.8% | +439.9% | +390.9% |
| All | +1,564.8% | +736.0% | +828.8% | +779.4% |
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