-68.9%
U vs DUK
+38.3%
-107.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.2% |
| 7D | 0.0% | -1.7% | +1.6% | -0.2% |
| 30D | -4.1% | -2.2% | -1.9% | -4.3% |
| 3M | +57.8% | -3.7% | +61.5% | +57.1% |
| 6M | +103.5% | -6.3% | +109.9% | +102.6% |
| YTD | -4.8% | +4.5% | -9.3% | -4.8% |
| 1Y | -2.4% | +1.8% | -4.2% | -2.5% |
| 3Y | +11.7% | +46.8% | -35.2% | +1.2% |
| 5Y | -68.9% | +40.2% | -109.1% | -70.4% |
| All | -68.9% | +38.3% | -107.2% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling