+72.6%
SPY vs DUK
+56.0%
+16.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +2.6% | +1.9% | +0.7% | +2.3% |
| 30D | -2.0% | +8.9% | -10.9% | -3.4% |
| 3M | -2.8% | +5.6% | -8.3% | -3.7% |
| 6M | +2.1% | +7.0% | -4.8% | +0.7% |
| YTD | +11.5% | +14.0% | -2.6% | +8.2% |
| 1Y | +13.5% | +9.1% | +4.4% | +11.2% |
| 3Y | +77.7% | +67.6% | +10.1% | +48.8% |
| All | +72.6% | +56.0% | +16.5% | +49.9% |
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 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