+139.3%
SLB vs DUK
+38.9%
+100.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | +7.8% | +0.2% | +7.5% | +7.7% |
| 3M | +2.7% | -1.9% | +4.6% | +2.9% |
| 6M | +22.2% | -6.5% | +28.7% | +23.2% |
| YTD | +51.1% | +5.4% | +45.6% | +49.4% |
| 1Y | +63.3% | +3.6% | +59.8% | +61.7% |
| 3Y | +2.4% | +48.1% | -45.7% | -7.4% |
| 5Y | +139.3% | +39.6% | +99.8% | +124.2% |
| All | +139.3% | +38.9% | +100.4% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling