+131.2%
TLT vs DUK
+863.4%
-732.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -0.3% | -2.0% | +1.7% | -0.4% |
| 3M | -1.7% | +0.2% | -1.9% | -1.7% |
| 6M | -4.9% | -6.9% | +2.0% | -5.1% |
| YTD | -2.8% | +6.1% | -8.9% | -2.6% |
| 1Y | -4.2% | +4.4% | -8.6% | -4.0% |
| 3Y | -1.1% | +49.1% | -50.2% | +0.6% |
| 5Y | -33.7% | +39.6% | -73.3% | -32.7% |
| 10Y | -20.7% | +125.1% | -145.8% | -16.1% |
| All | +131.2% | +863.4% | -732.2% | +174.8% |
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