+320.5%
TMUS vs DUK
+356.6%
-36.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | -1.7% | +6.9% | +6.1% |
| 3M | +3.1% | -0.4% | +3.6% | +3.2% |
| 6M | -16.5% | -7.2% | -9.2% | -13.5% |
| YTD | -9.2% | +5.3% | -14.4% | -11.7% |
| 1Y | -26.5% | +3.0% | -29.4% | -27.7% |
| 3Y | +39.0% | +53.1% | -14.0% | +11.0% |
| 5Y | +40.4% | +37.9% | +2.4% | +16.8% |
| 10Y | +303.7% | +124.8% | +178.9% | +146.1% |
| All | +320.5% | +356.6% | -36.1% | +52.1% |
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