-39.0%
U vs DUK
+80.0%
-119.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.2% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +17.5% | -1.7% | +19.1% | +17.1% |
| 3M | +38.7% | -0.4% | +39.2% | +38.7% |
| 6M | +104.4% | -7.2% | +111.7% | +102.6% |
| YTD | -5.7% | +5.3% | -10.9% | -5.0% |
| 1Y | +3.7% | +3.0% | +0.7% | +4.3% |
| 3Y | +12.3% | +53.1% | -40.7% | +9.6% |
| 5Y | -68.8% | +37.9% | -106.7% | -69.5% |
| All | -39.0% | +80.0% | -119.1% | -30.2% |
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