+113.9%
SOXX vs DUK
+1.8%
+112.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +2.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.0% | -1.7% | -0.4% | -3.4% |
| 3M | -13.7% | -0.4% | -13.3% | -13.6% |
| 6M | +52.4% | -7.2% | +59.6% | +45.5% |
| YTD | +72.8% | +5.3% | +67.6% | +81.4% |
| 1Y | +113.9% | +3.0% | +110.9% | +121.5% |
| All | +113.9% | +1.8% | +112.1% | +121.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling