+54.0%
UNP vs DUK
+38.3%
+15.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | -2.0% | -2.2% | +0.3% | -1.1% |
| 3M | +7.5% | -3.7% | +11.2% | +9.0% |
| 6M | +15.3% | -6.3% | +21.7% | +18.2% |
| YTD | +25.4% | +4.5% | +20.9% | +23.0% |
| 1Y | +35.6% | +1.8% | +33.8% | +34.1% |
| 3Y | +44.1% | +46.8% | -2.7% | +18.4% |
| 5Y | +54.0% | +40.2% | +13.7% | +27.7% |
| All | +54.0% | +38.3% | +15.7% | +27.7% |
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