+115.3%
SPOT vs DUK
+39.2%
+76.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | +7.4% | -2.4% | +9.8% | +7.4% |
| 3M | +8.2% | -3.0% | +11.2% | +8.3% |
| 6M | +2.2% | -6.6% | +8.8% | +2.3% |
| YTD | -9.5% | +4.6% | -14.0% | -9.3% |
| 1Y | -23.8% | +1.2% | -25.1% | -23.7% |
| 3Y | +233.5% | +45.7% | +187.8% | +226.5% |
| All | +115.3% | +39.2% | +76.0% | +108.8% |
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