+51,606.1%
SCHW vs DUK
+2,534.2%
+49,071.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -2.8% | -1.7% | -1.1% | -2.1% |
| 30D | -0.1% | -2.2% | +2.2% | +0.8% |
| 3M | +20.6% | -3.7% | +24.3% | +22.0% |
| 6M | +15.9% | -6.3% | +22.3% | +18.3% |
| YTD | +8.5% | +4.5% | +4.0% | +5.8% |
| 1Y | +17.8% | +1.8% | +16.0% | +15.9% |
| 3Y | +88.5% | +46.8% | +41.7% | +58.7% |
| 5Y | +60.6% | +40.2% | +20.4% | +36.3% |
| 10Y | +298.0% | +129.8% | +168.2% | +170.1% |
| All | +51,606.1% | +2,534.2% | +49,071.9% | +10,811.3% |
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 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