+33.6%
TSLA vs DUK
+47.2%
-13.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -0.7% | +3.9% | +2.9% |
| 30D | +11.6% | -2.4% | +14.0% | +10.4% |
| 3M | -8.4% | -3.0% | -5.5% | -9.4% |
| 6M | -10.4% | -6.6% | -3.8% | -12.2% |
| YTD | -18.7% | +4.6% | -23.3% | -17.3% |
| 1Y | -0.9% | +1.2% | -2.1% | 0.0% |
| 3Y | +33.6% | +45.7% | -12.1% | +31.9% |
| All | +33.6% | +47.2% | -13.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling