+13.7%
SPGI vs DUK
+56.0%
-42.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | +1.2% | +1.9% | -0.7% | +0.5% |
| 30D | +15.9% | +8.9% | +7.0% | +12.2% |
| 3M | +12.3% | +5.6% | +6.7% | +10.0% |
| 6M | +23.7% | +7.0% | +16.7% | +20.3% |
| YTD | -3.5% | +14.0% | -17.6% | -9.0% |
| 1Y | +0.4% | +9.1% | -8.7% | -3.5% |
| 3Y | +29.9% | +67.6% | -37.7% | +0.1% |
| All | +13.7% | +56.0% | -42.3% | -7.5% |
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 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