+18.4%
U vs DUK
+7.9%
+10.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +7.4% |
| 7D | +7.5% | +4.9% | +2.6% | +13.0% |
| 30D | -7.0% | +13.8% | -20.9% | +7.3% |
| 3M | +20.6% | +5.2% | +15.4% | +27.4% |
| 6M | +53.2% | +3.5% | +49.7% | +59.3% |
| YTD | -3.9% | +13.5% | -17.3% | +27.0% |
| 1Y | +18.4% | +8.3% | +10.0% | +48.4% |
| All | +18.4% | +7.9% | +10.5% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling