+247.9%
SOXX vs DUK
+39.2%
+208.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.3% |
| 30D | -3.6% | -2.4% | -1.1% | -3.9% |
| 3M | -10.2% | -3.0% | -7.2% | -10.5% |
| 6M | +54.2% | -6.6% | +60.8% | +53.2% |
| YTD | +75.2% | +4.6% | +70.7% | +75.5% |
| 1Y | +107.5% | +1.2% | +106.3% | +107.5% |
| 3Y | +226.8% | +45.7% | +181.1% | +210.1% |
| All | +247.9% | +39.2% | +208.6% | +236.7% |
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