+2,550.6%
SOXX vs DUK
+424.0%
+2,126.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -3.6% | -2.4% | -1.1% | -2.8% |
| 3M | -10.2% | -3.0% | -7.2% | -9.6% |
| 6M | +54.2% | -6.6% | +60.8% | +56.7% |
| YTD | +75.2% | +4.6% | +70.7% | +70.2% |
| 1Y | +107.5% | +1.2% | +106.3% | +103.3% |
| 3Y | +226.8% | +45.7% | +181.1% | +168.2% |
| 5Y | +251.2% | +40.3% | +210.9% | +188.4% |
| 10Y | +1,567.6% | +129.9% | +1,437.8% | +966.6% |
| All | +2,550.6% | +424.0% | +2,126.6% | +963.6% |
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