+305.7%
TMUS vs DUK
+129.3%
+176.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -5.8% | -1.7% | -4.1% | -5.1% |
| 30D | -0.2% | -2.2% | +2.0% | +0.7% |
| 3M | -4.0% | -3.7% | -0.3% | -2.6% |
| 6M | -18.1% | -6.3% | -11.8% | -16.1% |
| YTD | -11.3% | +4.5% | -15.9% | -13.0% |
| 1Y | -24.7% | +1.8% | -26.6% | -25.4% |
| 3Y | +35.4% | +46.8% | -11.4% | +15.7% |
| 5Y | +42.4% | +40.2% | +2.2% | +23.2% |
| All | +305.7% | +129.3% | +176.3% | +210.0% |
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 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