-34.3%
TLT vs DUK
+39.5%
-73.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | 0.0% | +0.2% | -0.3% | -0.1% |
| 3M | -2.9% | -1.9% | -1.0% | -2.6% |
| 6M | -6.3% | -6.5% | +0.3% | -5.0% |
| YTD | -3.3% | +5.4% | -8.8% | -4.8% |
| 1Y | -4.2% | +3.6% | -7.8% | -5.3% |
| 3Y | -1.7% | +48.1% | -49.8% | -11.1% |
| All | -34.3% | +39.5% | -73.8% | -39.3% |
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