+14,791.5%
SPGI vs DUK
+2,774.5%
+12,017.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | +1.2% | +1.9% | -0.7% | +0.6% |
| 30D | +15.9% | +8.9% | +7.0% | +12.5% |
| 3M | +12.3% | +5.6% | +6.7% | +10.1% |
| 6M | +23.7% | +7.0% | +16.7% | +20.6% |
| YTD | -3.5% | +14.0% | -17.6% | -8.4% |
| 1Y | +0.4% | +9.1% | -8.7% | -3.2% |
| 3Y | +29.9% | +67.6% | -37.7% | +6.6% |
| 5Y | +15.2% | +56.6% | -41.4% | -3.5% |
| 10Y | +337.2% | +159.8% | +177.4% | +205.4% |
| All | +14,791.5% | +2,774.5% | +12,017.0% | +5,425.9% |
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