+67.7%
V vs DUK
+38.9%
+28.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +1.9% | +0.2% | +1.6% | +1.8% |
| 3M | +13.2% | -1.9% | +15.1% | +13.7% |
| 6M | +16.7% | -6.5% | +23.2% | +18.6% |
| YTD | +5.4% | +5.4% | -0.1% | +3.4% |
| 1Y | +7.7% | +3.6% | +4.1% | +6.1% |
| 3Y | +52.0% | +48.1% | +3.9% | +34.5% |
| 5Y | +67.7% | +39.6% | +28.2% | +52.1% |
| All | +67.7% | +38.9% | +28.8% | +52.1% |
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