+0.4%
SHOP vs DUK
-6.4%
+6.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -7.0% |
| 7D | -4.1% | +0.7% | -4.8% | -3.6% |
| 30D | -11.5% | -2.0% | -9.5% | -12.6% |
| 3M | +21.1% | +0.2% | +20.8% | +23.3% |
| All | +0.4% | -6.4% | +6.9% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling