-4.9%
SHOP vs DUK
+7.9%
-12.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +8.8% |
| 7D | -9.0% | +4.9% | -13.9% | -6.1% |
| 30D | -4.4% | +13.8% | -18.3% | +4.8% |
| 3M | +24.1% | +5.2% | +18.9% | +28.4% |
| 6M | +20.0% | +3.5% | +16.5% | +23.5% |
| YTD | -4.9% | +13.5% | -18.4% | +6.9% |
| 1Y | -4.9% | +8.3% | -13.2% | +5.6% |
| All | -4.9% | +7.9% | -12.8% | +5.6% |
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