+191.2%
VLO vs DUK
+47.1%
+144.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +4.0% | -1.7% | +5.6% | +3.9% |
| 30D | +19.0% | -2.2% | +21.2% | +19.0% |
| 3M | +50.0% | -3.7% | +53.7% | +49.8% |
| 6M | +79.1% | -6.3% | +85.5% | +79.0% |
| YTD | +140.3% | +4.5% | +135.8% | +140.1% |
| 1Y | +148.3% | +1.8% | +146.5% | +147.9% |
| All | +191.2% | +47.1% | +144.1% | +170.5% |
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