+70.3%
T vs DUK
+129.4%
-59.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -0.7% | +2.1% | +1.8% |
| 30D | +7.5% | -2.4% | +9.9% | +8.8% |
| 3M | +14.8% | -3.0% | +17.8% | +16.6% |
| 6M | -1.7% | -6.6% | +4.8% | +1.6% |
| YTD | +8.7% | +4.6% | +4.1% | +6.1% |
| 1Y | -7.5% | +1.2% | -8.7% | -8.3% |
| 3Y | +110.2% | +45.7% | +64.6% | +72.7% |
| 5Y | +71.6% | +40.3% | +31.3% | +42.2% |
| All | +70.3% | +129.4% | -59.2% | +14.7% |
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