+282.9%
SPGI vs DUK
+129.4%
+153.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -7.4% | -0.7% | -6.7% | -7.1% |
| 30D | +0.4% | -2.4% | +2.8% | +1.5% |
| 3M | +5.3% | -3.0% | +8.3% | +6.6% |
| 6M | +1.7% | -6.6% | +8.2% | +4.5% |
| YTD | -16.4% | +4.6% | -20.9% | -18.7% |
| 1Y | -20.5% | +1.2% | -21.7% | -21.6% |
| 3Y | +14.2% | +45.7% | -31.4% | -7.4% |
| 5Y | +0.6% | +40.3% | -39.7% | -17.6% |
| All | +282.9% | +129.4% | +153.4% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling