+75.4%
SPY vs DUK
+47.1%
+28.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -2.0% | -1.7% | -0.3% | -2.0% |
| 30D | -1.7% | -2.2% | +0.6% | -1.7% |
| 3M | +4.7% | -3.7% | +8.4% | +4.6% |
| 6M | +12.5% | -6.3% | +18.9% | +12.4% |
| YTD | +11.7% | +4.5% | +7.2% | +11.4% |
| 1Y | +17.5% | +1.8% | +15.7% | +17.2% |
| All | +75.4% | +47.1% | +28.3% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling