-5.8%
SLB vs DUK
+129.4%
-135.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.5% | -0.7% | -1.9% | -2.3% |
| 30D | +7.1% | -2.4% | +9.6% | +7.9% |
| 3M | +0.6% | -3.0% | +3.6% | +1.5% |
| 6M | +17.6% | -6.6% | +24.1% | +19.9% |
| YTD | +48.5% | +4.6% | +43.9% | +45.3% |
| 1Y | +59.4% | +1.2% | +58.2% | +57.4% |
| 3Y | -0.4% | +45.7% | -46.0% | -16.0% |
| 5Y | +133.8% | +40.3% | +93.5% | +97.9% |
| All | -5.8% | +129.4% | -135.2% | -27.1% |
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