+958.5%
SLB vs DUK
+2,553.0%
-1,594.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +0.8% | 0.0% | +0.9% | +0.8% |
| 30D | +15.8% | -1.7% | +17.5% | +16.4% |
| 3M | -0.3% | -0.4% | +0.1% | -0.5% |
| 6M | +21.3% | -7.2% | +28.6% | +24.3% |
| YTD | +52.3% | +5.3% | +47.1% | +48.5% |
| 1Y | +63.6% | +3.0% | +60.7% | +60.5% |
| 3Y | +3.8% | +53.1% | -49.3% | -14.1% |
| 5Y | +128.6% | +37.9% | +90.7% | +94.8% |
| 10Y | -3.1% | +124.8% | -127.9% | -33.1% |
| All | +958.5% | +2,553.0% | -1,594.5% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling