-20.5%
SPGI vs DUK
+1.9%
-22.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -7.4% | -0.7% | -6.7% | -7.3% |
| 30D | +0.4% | -2.4% | +2.8% | +0.5% |
| 3M | +5.3% | -3.0% | +8.3% | +5.4% |
| 6M | +1.7% | -6.6% | +8.2% | +1.4% |
| YTD | -16.4% | +4.6% | -20.9% | -15.6% |
| 1Y | -20.5% | +1.2% | -21.7% | -19.6% |
| All | -20.5% | +1.9% | -22.3% | -19.6% |
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 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