-26.2%
UPS vs DUK
+47.1%
-73.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | -2.7% | -2.2% | -0.5% | -2.5% |
| 3M | -1.6% | -3.7% | +2.1% | -1.2% |
| 6M | +2.3% | -6.3% | +8.7% | +3.2% |
| YTD | +5.6% | +4.5% | +1.1% | +4.7% |
| 1Y | +27.1% | +1.8% | +25.2% | +26.3% |
| All | -26.2% | +47.1% | -73.3% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling