+3,094.0%
SPY vs DUK
+1,613.1%
+1,481.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -1.7% | +1.7% | +0.6% |
| 3M | +2.0% | -0.4% | +2.4% | +1.8% |
| 6M | +13.0% | -7.2% | +20.3% | +15.5% |
| YTD | +13.5% | +5.3% | +8.3% | +10.9% |
| 1Y | +20.0% | +3.0% | +17.0% | +17.8% |
| 3Y | +77.2% | +53.1% | +24.1% | +48.8% |
| 5Y | +81.9% | +37.9% | +44.0% | +57.4% |
| 10Y | +314.1% | +124.8% | +189.2% | +195.7% |
| All | +3,094.0% | +1,613.1% | +1,481.0% | +923.6% |
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