+1,866.0%
T vs DUK
+2,575.5%
-709.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | +7.6% | -2.0% | +9.6% | +8.5% |
| 3M | +15.3% | +0.2% | +15.1% | +15.2% |
| 6M | -8.5% | -6.9% | -1.6% | -5.7% |
| YTD | +6.8% | +6.1% | +0.6% | +4.1% |
| 1Y | -7.2% | +4.4% | -11.7% | -9.1% |
| 3Y | +108.2% | +49.1% | +59.1% | +75.8% |
| 5Y | +66.1% | +39.6% | +26.5% | +43.1% |
| 10Y | +65.3% | +125.1% | -59.8% | +15.4% |
| All | +1,866.0% | +2,575.5% | -709.5% | +274.0% |
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