+9,151.9%
UNP vs DUK
+2,535.3%
+6,616.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | -2.7% | -2.4% | -0.3% | -2.0% |
| 3M | +6.5% | -3.0% | +9.5% | +7.5% |
| 6M | +14.4% | -6.6% | +20.9% | +16.8% |
| YTD | +24.8% | +4.6% | +20.3% | +22.8% |
| 1Y | +34.4% | +1.2% | +33.2% | +33.5% |
| 3Y | +43.6% | +45.7% | -2.1% | +25.7% |
| 5Y | +53.2% | +40.3% | +12.9% | +35.2% |
| 10Y | +282.1% | +129.9% | +152.2% | +185.1% |
| All | +9,151.9% | +2,535.3% | +6,616.6% | +2,922.8% |
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