+237.8%
TMUS vs DUK
+158.1%
+79.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +4.9% | +1.1% | +3.8% | +4.4% |
| 30D | +7.7% | +8.0% | -0.3% | +4.4% |
| 3M | -6.8% | +4.7% | -11.5% | -8.5% |
| 6M | -9.7% | +6.1% | -15.8% | -11.9% |
| YTD | -15.0% | +13.1% | -28.0% | -19.2% |
| 1Y | -19.1% | +8.2% | -27.3% | -21.8% |
| 3Y | +21.4% | +66.2% | -44.7% | -1.3% |
| 5Y | +51.2% | +55.3% | -4.1% | +25.5% |
| All | +237.8% | +158.1% | +79.6% | +148.5% |
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