+147.4%
RTX vs DUK
+56.0%
+91.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +4.8% | +1.9% | +2.8% | +4.1% |
| 30D | +6.5% | +8.9% | -2.4% | +3.3% |
| 3M | -9.6% | +5.6% | -15.2% | -11.4% |
| 6M | +12.3% | +7.0% | +5.4% | +9.4% |
| YTD | +9.5% | +14.0% | -4.6% | +4.2% |
| 1Y | +15.8% | +9.1% | +6.8% | +12.0% |
| 3Y | +157.0% | +67.6% | +89.4% | +107.6% |
| All | +147.4% | +56.0% | +91.4% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling