+252.8%
SPOT vs DUK
+118.1%
+134.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | +7.4% | -2.4% | +9.8% | +7.5% |
| 3M | +8.2% | -3.0% | +11.2% | +8.3% |
| 6M | +2.2% | -6.6% | +8.8% | +2.6% |
| YTD | -9.5% | +4.6% | -14.0% | -9.7% |
| 1Y | -23.8% | +1.2% | -25.1% | -23.9% |
| 3Y | +233.5% | +45.7% | +187.8% | +223.9% |
| 5Y | +112.2% | +40.3% | +71.9% | +105.9% |
| All | +252.8% | +118.1% | +134.7% | +253.2% |
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