+231.9%
VLO vs DUK
+65.4%
+166.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.4% |
| 7D | +9.6% | +1.9% | +7.7% | +9.8% |
| 30D | -17.4% | +8.9% | -26.3% | -17.0% |
| 3M | +10.8% | +5.6% | +5.2% | +11.0% |
| 6M | +56.9% | +7.0% | +50.0% | +57.3% |
| YTD | +136.8% | +14.0% | +122.7% | +138.2% |
| 1Y | +120.7% | +9.1% | +111.6% | +121.4% |
| 3Y | +231.9% | +67.6% | +164.3% | +223.9% |
| All | +231.9% | +65.4% | +166.6% | +223.9% |
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 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