+2,993.7%
SHOP vs DUK
+129.4%
+2,864.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | -0.7% | -10.6% | -11.2% |
| 30D | -14.4% | -2.4% | -11.9% | -14.1% |
| 3M | +16.6% | -3.0% | +19.6% | +17.0% |
| 6M | -0.6% | -6.6% | +6.0% | +0.2% |
| YTD | -20.0% | +4.6% | -24.5% | -21.1% |
| 1Y | -11.2% | +1.2% | -12.4% | -12.0% |
| 3Y | +99.5% | +45.7% | +53.8% | +76.9% |
| 5Y | -13.2% | +40.3% | -53.5% | -23.2% |
| All | +2,993.7% | +129.4% | +2,864.3% | +2,413.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling