+39.4%
SHEL vs DUK
+1.9%
+37.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.1% | -0.7% | +4.8% | +4.2% |
| 30D | +8.4% | -2.4% | +10.8% | +8.9% |
| 3M | +13.7% | -3.0% | +16.7% | +14.2% |
| 6M | +12.7% | -6.6% | +19.3% | +14.1% |
| YTD | +35.3% | +4.6% | +30.8% | +34.9% |
| 1Y | +39.4% | +1.2% | +38.1% | +38.4% |
| All | +39.4% | +1.9% | +37.5% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling