+47,655.7%
TSCO vs DUK
+1,393.0%
+46,262.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -4.4% | -2.2% | -2.1% | -3.8% |
| 3M | +9.7% | -3.7% | +13.4% | +10.7% |
| 6M | -32.4% | -6.3% | -26.1% | -31.4% |
| YTD | -31.7% | +4.5% | -36.2% | -32.4% |
| 1Y | -41.3% | +1.8% | -43.1% | -41.6% |
| 3Y | -18.3% | +46.8% | -65.1% | -25.9% |
| 5Y | -10.3% | +40.2% | -50.5% | -18.0% |
| 10Y | +188.5% | +129.8% | +58.7% | +131.6% |
| All | +47,655.7% | +1,393.0% | +46,262.8% | +27,457.5% |
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 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