+36.4%
UPS vs DUK
+129.4%
-93.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -2.0% | -2.4% | +0.5% | -1.2% |
| 3M | -6.2% | -3.0% | -3.2% | -5.4% |
| 6M | +2.8% | -6.6% | +9.3% | +4.8% |
| YTD | +5.9% | +4.6% | +1.3% | +3.9% |
| 1Y | +26.2% | +1.2% | +25.0% | +24.9% |
| 3Y | -26.0% | +45.7% | -71.7% | -36.8% |
| 5Y | -34.3% | +40.3% | -74.6% | -43.5% |
| All | +36.4% | +129.4% | -93.0% | +2.9% |
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