-35.7%
U vs DUK
+78.8%
-114.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +5.5% | -0.7% | +6.2% | +5.4% |
| 30D | -1.3% | -2.4% | +1.2% | -1.7% |
| 3M | +64.6% | -3.0% | +67.6% | +63.8% |
| 6M | +119.4% | -6.6% | +125.9% | +117.5% |
| YTD | -0.5% | +4.6% | -5.0% | +0.1% |
| 1Y | +1.3% | +1.2% | +0.1% | +1.7% |
| 3Y | +15.6% | +45.7% | -30.0% | +12.9% |
| 5Y | -67.5% | +40.3% | -107.8% | -67.9% |
| All | -35.7% | +78.8% | -114.5% | -26.4% |
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 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